-99.3%
LCID vs PENG
+42.1%
-141.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.4% | -2.0% | +7.1% |
| 7D | +8.9% | -19.4% | +28.4% | +14.2% |
| 30D | -15.4% | -42.4% | +27.0% | -4.2% |
| 3M | -52.9% | -25.6% | -27.2% | -51.0% |
| 6M | -46.8% | +7.3% | -54.1% | -54.9% |
| YTD | -68.9% | +113.9% | -182.7% | -79.7% |
| 1Y | -81.7% | +93.6% | -175.2% | -87.6% |
| 3Y | -92.4% | +170.2% | -262.6% | -96.0% |
| All | -99.3% | +42.1% | -141.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling