-95.7%
LCID vs NYT
+67.6%
-163.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -9.8% | -0.6% | -9.2% | -9.5% |
| 30D | -35.5% | +4.6% | -40.1% | -37.1% |
| 3M | -18.4% | -9.6% | -8.8% | -13.0% |
| 6M | -60.5% | -14.0% | -46.5% | -57.0% |
| YTD | -60.1% | -2.8% | -57.2% | -59.5% |
| 1Y | -78.8% | +15.6% | -94.4% | -80.5% |
| 3Y | -92.8% | +56.3% | -149.1% | -94.7% |
| 5Y | -97.9% | +39.5% | -137.4% | -98.5% |
| All | -95.7% | +67.6% | -163.3% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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