+38.9%
NEE vs LCID
-95.9%
+134.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | -0.2% |
| 7D | -1.9% | -9.1% | +7.2% | -1.5% |
| 30D | -3.1% | -37.6% | +34.5% | -1.2% |
| 3M | -2.4% | -11.1% | +8.6% | -2.8% |
| 6M | -8.6% | -59.2% | +50.6% | -5.8% |
| YTD | +4.9% | -60.5% | +65.4% | +8.0% |
| 1Y | +19.4% | -78.5% | +97.9% | +26.3% |
| 3Y | +34.9% | -92.8% | +127.7% | +46.3% |
| 5Y | +11.0% | -97.9% | +108.9% | +25.1% |
| All | +38.9% | -95.9% | +134.8% | +60.9% |
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