-71.0%
LCID vs NWSA
+5.5%
-76.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | -6.6% | -1.9% | -4.7% | -6.1% |
| 30D | -30.1% | +4.6% | -34.7% | -31.3% |
| 3M | -17.6% | +13.2% | -30.8% | -20.9% |
| 6M | -54.4% | +27.0% | -81.4% | -57.6% |
| YTD | -55.7% | +16.8% | -72.6% | -57.4% |
| 1Y | -71.0% | +4.5% | -75.5% | -69.9% |
| All | -71.0% | +5.5% | -76.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling