-95.3%
LCID vs NWSA
+113.0%
-208.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.0% |
| 7D | -6.6% | -1.9% | -4.7% | -5.4% |
| 30D | -30.1% | +4.6% | -34.7% | -32.7% |
| 3M | -17.6% | +13.2% | -30.8% | -25.3% |
| 6M | -54.4% | +27.0% | -81.4% | -62.1% |
| YTD | -55.7% | +16.8% | -72.6% | -61.3% |
| 1Y | -71.0% | +4.5% | -75.5% | -72.5% |
| 3Y | -92.6% | +46.2% | -138.9% | -94.6% |
| 5Y | -97.6% | +40.9% | -138.5% | -98.3% |
| All | -95.3% | +113.0% | -208.3% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling