-64.6%
NKE vs LCID
-95.9%
+31.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.2% | -9.8% | +5.7% | -3.4% |
| 30D | -8.2% | -35.5% | +27.3% | -4.9% |
| 3M | -19.1% | -18.4% | -0.7% | -18.9% |
| 6M | -32.6% | -60.5% | +27.9% | -28.5% |
| YTD | -40.7% | -60.1% | +19.4% | -37.4% |
| 1Y | -48.9% | -78.8% | +29.9% | -43.2% |
| 3Y | -59.2% | -92.8% | +33.5% | -52.6% |
| 5Y | -75.3% | -97.9% | +22.5% | -69.1% |
| All | -64.6% | -95.9% | +31.3% | -55.0% |
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