+62.5%
NLY vs LCID
-92.9%
+155.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.5% |
| 7D | -4.0% | -9.8% | +5.8% | -3.2% |
| 30D | -5.2% | -35.5% | +30.2% | -2.1% |
| 3M | +2.8% | -18.4% | +21.2% | +3.2% |
| 6M | +4.2% | -60.5% | +64.7% | +10.4% |
| YTD | +4.7% | -60.1% | +64.7% | +10.4% |
| 1Y | +12.7% | -78.8% | +91.5% | +24.8% |
| 3Y | +62.5% | -92.8% | +155.3% | +87.6% |
| All | +62.5% | -92.9% | +155.4% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling