-95.8%
LCID vs NTRS
+170.0%
-265.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -3.0% |
| 7D | -9.1% | +0.3% | -9.5% | -9.4% |
| 30D | -37.6% | +0.2% | -37.8% | -37.8% |
| 3M | -11.1% | +13.2% | -24.3% | -18.9% |
| 6M | -59.2% | +36.9% | -96.1% | -67.4% |
| YTD | -60.5% | +39.1% | -99.6% | -68.6% |
| 1Y | -78.5% | +50.4% | -128.9% | -83.8% |
| 3Y | -92.8% | +166.8% | -259.6% | -96.3% |
| 5Y | -97.9% | +92.9% | -190.8% | -98.7% |
| All | -95.8% | +170.0% | -265.8% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling