+347.4%
NRG vs LCID
-95.9%
+443.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.6% |
| 7D | -4.7% | -9.8% | +5.2% | -4.0% |
| 30D | -6.0% | -35.5% | +29.5% | -3.2% |
| 3M | -8.0% | -18.4% | +10.4% | -8.1% |
| 6M | -23.2% | -60.5% | +37.3% | -19.3% |
| YTD | -28.1% | -60.1% | +32.0% | -24.8% |
| 1Y | -27.3% | -78.8% | +51.5% | -20.7% |
| 3Y | +208.7% | -92.8% | +301.4% | +247.3% |
| 5Y | +197.7% | -97.9% | +295.5% | +247.6% |
| All | +347.4% | -95.9% | +443.3% | +378.5% |
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