+290.6%
NEM vs LCID
-90.9%
+381.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +2.7% |
| 7D | +14.7% | +20.0% | -5.3% | +12.9% |
| 30D | +6.2% | -5.0% | +11.2% | +6.3% |
| 3M | +11.0% | -48.9% | +59.9% | +16.2% |
| 6M | +7.9% | -43.2% | +51.1% | +10.3% |
| YTD | +26.2% | -65.9% | +92.1% | +34.0% |
| 1Y | +51.5% | -79.2% | +130.7% | +67.4% |
| 3Y | +290.6% | -90.4% | +381.0% | +356.6% |
| All | +290.6% | -90.9% | +381.5% | +356.6% |
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