-96.3%
LCID vs NWSA
+88.7%
-185.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +8.9% | -12.2% | +21.1% | +19.5% |
| 30D | +6.8% | -8.7% | +15.5% | +14.4% |
| 3M | -45.2% | -6.0% | -39.3% | -43.0% |
| 6M | -39.1% | -0.3% | -38.8% | -39.6% |
| YTD | -65.3% | +3.5% | -68.8% | -66.9% |
| 1Y | -78.4% | +0.8% | -79.2% | -78.9% |
| 3Y | -90.3% | +31.1% | -121.5% | -92.3% |
| 5Y | -99.2% | +18.8% | -118.0% | -99.3% |
| All | -96.3% | +88.7% | -185.0% | -96.8% |
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