-95.7%
LCID vs NYT
+66.9%
-162.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.8% | -6.7% |
| 7D | -9.3% | -1.6% | -7.7% | -8.5% |
| 30D | -35.4% | +2.8% | -38.2% | -36.4% |
| 3M | -17.1% | -9.2% | -7.9% | -11.7% |
| 6M | -58.9% | -17.1% | -41.8% | -54.4% |
| YTD | -59.6% | -3.2% | -56.4% | -58.9% |
| 1Y | -78.0% | +15.7% | -93.7% | -79.7% |
| 3Y | -92.7% | +55.7% | -148.4% | -94.6% |
| 5Y | -97.8% | +39.4% | -137.2% | -98.5% |
| All | -95.7% | +66.9% | -162.6% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling