-95.3%
LCID vs NTR
+133.3%
-228.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | -6.6% | +8.1% | -14.7% | -9.3% |
| 30D | -30.1% | +18.8% | -48.9% | -34.7% |
| 3M | -17.6% | +16.2% | -33.8% | -22.6% |
| 6M | -54.4% | +9.8% | -64.2% | -56.7% |
| YTD | -55.7% | +30.9% | -86.6% | -61.0% |
| 1Y | -71.0% | +41.8% | -112.8% | -75.5% |
| 3Y | -92.6% | +35.8% | -128.4% | -93.8% |
| 5Y | -97.6% | +51.0% | -148.7% | -98.2% |
| All | -95.3% | +133.3% | -228.5% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling