+134.9%
NEM vs LCID
-95.4%
+230.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +0.3% | -6.6% | +6.9% | +0.5% |
| 30D | +23.1% | -30.1% | +53.2% | +24.5% |
| 3M | +18.5% | -17.6% | +36.1% | +18.4% |
| 6M | +7.8% | -54.4% | +62.2% | +9.7% |
| YTD | +29.1% | -55.7% | +84.8% | +31.4% |
| 1Y | +72.7% | -71.0% | +143.7% | +77.9% |
| 3Y | +248.7% | -92.6% | +341.4% | +263.2% |
| 5Y | +148.7% | -97.6% | +246.3% | +158.9% |
| All | +134.9% | -95.4% | +230.3% | +149.4% |
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 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