-99.3%
LCID vs PENG
+56.5%
-155.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.5% | -3.7% | -7.8% |
| 7D | -10.2% | +13.2% | -23.4% | -13.3% |
| 30D | -10.2% | -29.9% | +19.7% | -3.3% |
| 3M | -54.1% | -22.2% | -31.9% | -52.9% |
| 6M | -53.8% | -1.9% | -51.9% | -59.1% |
| YTD | -72.0% | +142.1% | -214.2% | -82.3% |
| 1Y | -80.5% | +151.5% | -232.0% | -87.8% |
| 3Y | -92.6% | +206.9% | -299.5% | -96.2% |
| All | -99.3% | +56.5% | -155.9% | -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