+202.9%
NOK vs LCID
-95.9%
+298.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.8% |
| 7D | +11.0% | -9.8% | +20.8% | +11.5% |
| 30D | +7.8% | -35.5% | +43.3% | +10.1% |
| 3M | -21.0% | -18.4% | -2.6% | -20.8% |
| 6M | +40.9% | -60.5% | +101.4% | +46.0% |
| YTD | +72.0% | -60.1% | +132.1% | +77.5% |
| 1Y | +140.9% | -78.8% | +219.7% | +155.7% |
| 3Y | +194.3% | -92.8% | +287.0% | +219.8% |
| 5Y | +112.5% | -97.9% | +210.4% | +142.3% |
| All | +202.9% | -95.9% | +298.8% | +294.3% |
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