+106.5%
NEM vs LCID
-96.8%
+203.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.3% | +6.4% | -4.5% |
| 7D | -5.9% | +9.2% | -15.1% | -6.2% |
| 30D | -2.6% | -3.0% | +0.4% | -2.6% |
| 3M | -4.2% | -50.2% | +46.0% | -2.1% |
| 6M | -5.5% | -45.8% | +40.4% | -4.3% |
| YTD | +13.5% | -69.2% | +82.7% | +16.8% |
| 1Y | +22.2% | -80.4% | +102.5% | +27.4% |
| 3Y | +249.0% | -91.4% | +340.4% | +266.9% |
| 5Y | +120.1% | -99.3% | +219.3% | +130.4% |
| All | +106.5% | -96.8% | +203.4% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling