+37.1%
NEE vs LCID
-92.3%
+129.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.5% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | -0.2% | -34.2% | +34.0% | +1.6% |
| 3M | +0.5% | -9.1% | +9.7% | -0.1% |
| 6M | -6.5% | -52.6% | +46.1% | -3.7% |
| YTD | +6.7% | -56.2% | +62.9% | +10.1% |
| 1Y | +23.6% | -74.9% | +98.5% | +31.9% |
| 3Y | +37.1% | -92.1% | +129.2% | +46.9% |
| All | +37.1% | -92.3% | +129.4% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling