+136.0%
NEM vs LCID
-95.8%
+231.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.8% | +9.1% | +1.5% |
| 7D | +3.1% | -9.3% | +12.4% | +3.4% |
| 30D | +10.0% | -35.4% | +45.4% | +11.6% |
| 3M | +30.9% | -17.1% | +48.0% | +30.7% |
| 6M | +10.5% | -58.9% | +69.5% | +12.9% |
| YTD | +29.7% | -59.6% | +89.3% | +32.4% |
| 1Y | +71.1% | -78.0% | +149.1% | +77.7% |
| 3Y | +252.1% | -92.7% | +344.8% | +267.7% |
| 5Y | +157.7% | -97.8% | +255.6% | +169.1% |
| All | +136.0% | -95.8% | +231.8% | +151.3% |
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