+61.8%
NFLX vs LCID
-95.8%
+157.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | -0.3% |
| 7D | -8.1% | -9.3% | +1.2% | -7.4% |
| 30D | -0.3% | -35.4% | +35.1% | +3.1% |
| 3M | -6.6% | -17.1% | +10.5% | -6.7% |
| 6M | -22.7% | -58.9% | +36.3% | -18.3% |
| YTD | -18.9% | -59.6% | +40.7% | -14.7% |
| 1Y | -39.8% | -78.0% | +38.2% | -33.4% |
| 3Y | +71.7% | -92.7% | +164.4% | +100.7% |
| 5Y | +27.2% | -97.8% | +125.1% | +68.4% |
| All | +61.8% | -95.8% | +157.6% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling