-92.6%
LCID vs PENG
+101.4%
-194.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.6% |
| 7D | -6.6% | +4.5% | -11.1% | -7.3% |
| 30D | -30.1% | -7.1% | -23.0% | -29.4% |
| 3M | -17.6% | -27.3% | +9.7% | -15.3% |
| 6M | -54.4% | +169.6% | -224.0% | -65.9% |
| YTD | -55.7% | +164.6% | -220.3% | -66.8% |
| 1Y | -71.0% | +109.5% | -180.5% | -77.4% |
| All | -92.6% | +101.4% | -194.0% | -94.4% |
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