-95.8%
LCID vs NWSA
+106.7%
-202.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | -9.1% | -4.8% | -4.4% | -6.0% |
| 30D | -37.6% | +3.0% | -40.6% | -39.1% |
| 3M | -11.1% | +9.3% | -20.4% | -17.2% |
| 6M | -59.2% | +23.2% | -82.4% | -65.3% |
| YTD | -60.5% | +13.3% | -73.8% | -64.6% |
| 1Y | -78.5% | +2.9% | -81.4% | -79.4% |
| 3Y | -92.8% | +43.3% | -136.2% | -94.7% |
| 5Y | -97.9% | +40.9% | -138.8% | -98.5% |
| All | -95.8% | +106.7% | -202.4% | -96.6% |
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