+71.0%
NEE vs LCID
-90.0%
+161.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.9% |
| 7D | +2.3% | +24.8% | -22.5% | +1.2% |
| 30D | +11.5% | -0.5% | +12.0% | +11.3% |
| 3M | +2.6% | -43.0% | +45.6% | +4.8% |
| 6M | -6.0% | -40.5% | +34.6% | -4.9% |
| YTD | +9.8% | -64.3% | +74.1% | +13.8% |
| 1Y | +4.7% | -78.1% | +82.8% | +11.6% |
| 3Y | +71.0% | -90.1% | +161.1% | +88.4% |
| All | +71.0% | -90.0% | +161.0% | +88.4% |
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 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