+29.0%
NOC vs LCID
-92.3%
+121.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -2.7% | +1.8% | -4.4% | -2.7% |
| 30D | -8.9% | -34.2% | +25.4% | -8.4% |
| 3M | -3.7% | -9.1% | +5.5% | -4.0% |
| 6M | -30.8% | -52.6% | +21.8% | -30.3% |
| YTD | -7.9% | -56.2% | +48.3% | -7.2% |
| 1Y | -9.4% | -74.9% | +65.5% | -8.3% |
| 3Y | +29.0% | -92.1% | +121.0% | +29.6% |
| All | +29.0% | -92.3% | +121.2% | +29.6% |
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