-95.7%
LCID vs NTR
+130.3%
-226.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | -9.8% | -1.3% | -8.5% | -9.4% |
| 30D | -35.5% | +16.8% | -52.2% | -39.2% |
| 3M | -18.4% | +20.7% | -39.1% | -24.6% |
| 6M | -60.5% | +0.5% | -61.0% | -61.1% |
| YTD | -60.1% | +29.2% | -89.3% | -64.7% |
| 1Y | -78.8% | +39.6% | -118.4% | -81.9% |
| 3Y | -92.8% | +37.9% | -130.6% | -93.9% |
| 5Y | -97.9% | +47.1% | -144.9% | -98.4% |
| All | -95.7% | +130.3% | -226.0% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling