compliment? insult?

I'm about to start working...2 minutes late. As I walk in my coworker goes"Here comes Jenny lost" my reaction? "-_- HUH?" Apparently, i always have a lost look on my face like I'm just staring into space and just dozing off at work. "You always look lost. Like your just staring at nothing but don't take that as an insult...that's a compliment"

Now I'm just too worried of having a lost look on my face that I look even more retarded than before. So, I guess I'll just take that as an insult? LOL

Love,
Jenny