-99.1%
LCID vs PENG
+50.3%
-149.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.3% |
| 7D | +24.8% | -16.1% | +40.9% | +29.8% |
| 30D | -0.5% | -41.5% | +41.0% | +12.3% |
| 3M | -43.0% | -19.1% | -23.9% | -42.1% |
| 6M | -40.5% | +0.9% | -41.5% | -48.0% |
| YTD | -64.3% | +128.2% | -192.6% | -77.1% |
| 1Y | -78.1% | +98.6% | -176.6% | -85.2% |
| 3Y | -90.1% | +188.2% | -278.3% | -94.8% |
| 5Y | -99.1% | +55.5% | -154.6% | -99.4% |
| All | -99.1% | +50.3% | -149.4% | -99.4% |
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 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