+247.7%
NEM vs LCID
-92.3%
+339.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +3.9% | +1.8% | +2.1% | +3.7% |
| 30D | +12.7% | -34.2% | +47.0% | +16.3% |
| 3M | +28.7% | -9.1% | +37.8% | +27.0% |
| 6M | +9.8% | -52.6% | +62.4% | +14.6% |
| YTD | +28.1% | -56.2% | +84.3% | +34.2% |
| 1Y | +69.3% | -74.9% | +144.2% | +85.7% |
| 3Y | +247.7% | -92.1% | +339.7% | +289.4% |
| All | +247.7% | -92.3% | +339.9% | +289.4% |
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