+70.8%
NSC vs LCID
-96.8%
+167.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.3% | +12.1% | +1.2% |
| 7D | +1.6% | +9.2% | -7.6% | +1.2% |
| 30D | +4.2% | -3.0% | +7.2% | +4.1% |
| 3M | -0.2% | -50.2% | +50.0% | +2.1% |
| 6M | +7.6% | -45.8% | +53.4% | +8.9% |
| YTD | +17.4% | -69.2% | +86.6% | +21.3% |
| 1Y | +18.3% | -80.4% | +98.7% | +24.4% |
| 3Y | +79.8% | -91.4% | +171.2% | +91.5% |
| 5Y | +34.3% | -99.3% | +133.6% | +49.4% |
| All | +70.8% | -96.8% | +167.7% | +84.4% |
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