+153.1%
NEM vs LCID
-99.2%
+252.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +3.0% |
| 7D | +14.7% | +20.0% | -5.3% | +13.5% |
| 30D | +6.2% | -5.0% | +11.2% | +6.2% |
| 3M | +11.0% | -48.9% | +59.9% | +14.5% |
| 6M | +7.9% | -43.2% | +51.1% | +9.6% |
| YTD | +26.2% | -65.9% | +92.1% | +31.2% |
| 1Y | +51.5% | -79.2% | +130.7% | +61.3% |
| 3Y | +290.6% | -90.4% | +381.0% | +321.0% |
| 5Y | +153.1% | -99.2% | +252.3% | +176.1% |
| All | +153.1% | -99.2% | +252.3% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling