+63.4%
NSC vs LCID
-96.8%
+160.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.4% | -13.2% | -3.2% |
| 7D | -6.6% | +8.9% | -15.6% | -7.0% |
| 30D | +2.2% | -15.4% | +17.6% | +2.6% |
| 3M | -6.2% | -52.9% | +46.7% | -3.8% |
| 6M | +1.7% | -46.8% | +48.5% | +3.1% |
| YTD | +12.2% | -68.9% | +81.1% | +16.0% |
| 1Y | +15.4% | -81.7% | +97.1% | +21.8% |
| 3Y | +73.3% | -92.4% | +165.7% | +85.4% |
| 5Y | +24.7% | -99.2% | +123.9% | +38.5% |
| All | +63.4% | -96.8% | +160.1% | +76.3% |
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