-92.6%
LCID vs NTR
+47.6%
-140.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -10.2% | -0.3% | -9.8% | -10.0% |
| 30D | -10.2% | +2.0% | -12.1% | -10.8% |
| 3M | -54.1% | +6.4% | -60.5% | -55.3% |
| 6M | -53.8% | +1.6% | -55.4% | -54.3% |
| YTD | -72.0% | +18.2% | -90.3% | -74.8% |
| 1Y | -80.5% | +23.9% | -104.5% | -82.9% |
| 3Y | -92.6% | +44.7% | -137.2% | -94.0% |
| All | -92.6% | +47.6% | -140.1% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling