-92.1%
LCID vs NWSA
+44.8%
-136.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | +0.1% |
| 7D | +1.8% | -2.6% | +4.4% | +3.5% |
| 30D | -34.2% | +4.6% | -38.8% | -36.4% |
| 3M | -9.1% | +10.2% | -19.3% | -15.4% |
| 6M | -52.6% | +21.6% | -74.2% | -59.0% |
| YTD | -56.2% | +14.6% | -70.8% | -60.7% |
| 1Y | -74.9% | +0.4% | -75.2% | -74.8% |
| 3Y | -92.1% | +45.0% | -137.1% | -94.6% |
| All | -92.1% | +44.8% | -136.8% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling