-97.0%
LCID vs NWSA
+89.7%
-186.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.7% | -11.9% | -11.1% |
| 7D | -10.2% | +2.2% | -12.4% | -11.6% |
| 30D | -10.2% | -8.8% | -1.4% | -3.8% |
| 3M | -54.1% | -6.5% | -47.6% | -52.1% |
| 6M | -53.8% | +1.5% | -55.3% | -54.7% |
| YTD | -72.0% | +4.0% | -76.1% | -73.5% |
| 1Y | -80.5% | +3.4% | -84.0% | -81.4% |
| 3Y | -92.6% | +34.8% | -127.4% | -94.2% |
| 5Y | -99.3% | +18.4% | -117.7% | -99.5% |
| All | -97.0% | +89.7% | -186.7% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling