-93.1%
LCID vs PENG
+153.0%
-246.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -23.0% | +11.4% | -7.1% |
| 7D | -6.9% | -36.7% | +29.8% | +1.0% |
| 30D | -28.4% | -42.0% | +13.7% | -22.0% |
| 3M | -55.5% | -33.2% | -22.3% | -53.3% |
| 6M | -52.3% | +2.1% | -54.4% | -58.4% |
| YTD | -71.8% | +90.3% | -162.1% | -80.0% |
| 1Y | -82.7% | +67.7% | -150.4% | -87.3% |
| All | -93.1% | +153.0% | -246.1% | -96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling