-80.4%
LCID vs PENG
+136.5%
-216.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +1.7% | -13.0% | -11.6% |
| 7D | +9.2% | +34.6% | -25.4% | +3.7% |
| 30D | -3.0% | -35.9% | +33.0% | +2.4% |
| 3M | -50.2% | -14.7% | -35.5% | -50.6% |
| 6M | -45.8% | +13.5% | -59.4% | -56.6% |
| YTD | -69.2% | +156.1% | -225.3% | -85.1% |
| 1Y | -80.4% | +141.3% | -221.7% | -90.1% |
| All | -80.4% | +136.5% | -216.9% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling