+44.9%
NEE vs LCID
-96.4%
+141.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | -0.2% |
| 7D | -2.8% | +8.9% | -11.7% | -3.2% |
| 30D | +9.5% | +6.8% | +2.7% | +9.0% |
| 3M | +1.0% | -45.2% | +46.3% | +3.3% |
| 6M | -8.0% | -39.1% | +31.2% | -7.0% |
| YTD | +9.4% | -65.3% | +74.7% | +13.1% |
| 1Y | +3.1% | -78.4% | +81.5% | +8.9% |
| 3Y | +70.5% | -90.3% | +160.8% | +82.4% |
| 5Y | +15.2% | -99.2% | +114.4% | +31.6% |
| All | +44.9% | -96.4% | +141.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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