-17.1%
NOW vs LCID
-90.9%
+73.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.6% | -0.1% |
| 7D | -3.1% | +20.0% | -23.1% | -4.8% |
| 30D | -27.0% | -5.0% | -22.0% | -26.9% |
| 3M | -17.7% | -48.9% | +31.2% | -13.8% |
| 6M | +12.7% | -43.2% | +55.9% | +16.1% |
| YTD | -32.9% | -65.9% | +33.0% | -29.3% |
| 1Y | -40.4% | -79.2% | +38.8% | -35.7% |
| 3Y | -17.1% | -90.4% | +73.3% | -13.0% |
| All | -17.1% | -90.9% | +73.8% | -13.0% |
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 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