-53.8%
LCID vs NWSA
+2.4%
-56.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.7% | -11.9% | -10.9% |
| 7D | -10.2% | +2.2% | -12.4% | -11.3% |
| 30D | -10.2% | -8.8% | -1.4% | -3.9% |
| 3M | -54.1% | -6.5% | -47.6% | -51.5% |
| 6M | -53.8% | +1.5% | -55.3% | -52.8% |
| All | -53.8% | +2.4% | -56.2% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling