+64.3%
NLY vs LCID
-95.8%
+160.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | +0.1% |
| 7D | -0.4% | -9.3% | +8.9% | +0.2% |
| 30D | -1.3% | -35.4% | +34.1% | +1.7% |
| 3M | +7.6% | -17.1% | +24.7% | +7.8% |
| 6M | +8.9% | -58.9% | +67.8% | +14.3% |
| YTD | +8.1% | -59.6% | +67.7% | +13.1% |
| 1Y | +15.8% | -78.0% | +93.8% | +26.2% |
| 3Y | +70.2% | -92.7% | +162.9% | +92.8% |
| 5Y | +30.0% | -97.8% | +127.8% | +54.2% |
| All | +64.3% | -95.8% | +160.1% | +95.8% |
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