-97.9%
LCID vs NTRS
+93.2%
-191.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | -9.8% | +1.4% | -11.2% | -10.8% |
| 30D | -35.5% | -0.7% | -34.8% | -35.3% |
| 3M | -18.4% | +11.3% | -29.7% | -25.7% |
| 6M | -60.5% | +35.5% | -96.0% | -69.2% |
| YTD | -60.1% | +40.6% | -100.7% | -69.7% |
| 1Y | -78.8% | +49.2% | -128.0% | -84.6% |
| 3Y | -92.8% | +167.2% | -260.0% | -96.7% |
| All | -97.9% | +93.2% | -191.1% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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