+62.3%
NEM vs LCID
-78.4%
+140.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -3.3% | -9.1% | +5.8% | -2.6% |
| 30D | +7.8% | -37.6% | +45.5% | +11.7% |
| 3M | +36.3% | -11.1% | +47.3% | +31.4% |
| 6M | +6.6% | -59.2% | +65.7% | +15.9% |
| YTD | +27.1% | -60.5% | +87.6% | +38.1% |
| 1Y | +62.3% | -78.5% | +140.8% | +103.8% |
| All | +62.3% | -78.4% | +140.7% | +103.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling