+64.0%
NSC vs LCID
-96.8%
+160.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.4% | -12.8% | -2.8% |
| 7D | -6.2% | +8.9% | -15.2% | -6.6% |
| 30D | +2.6% | -15.4% | +18.0% | +3.1% |
| 3M | -5.8% | -52.9% | +47.0% | -3.4% |
| 6M | +2.1% | -46.8% | +49.0% | +3.5% |
| YTD | +12.7% | -68.9% | +81.6% | +16.4% |
| 1Y | +15.9% | -81.7% | +97.6% | +22.3% |
| 3Y | +74.0% | -92.4% | +166.4% | +86.2% |
| 5Y | +25.2% | -99.2% | +124.4% | +39.1% |
| All | +64.0% | -96.8% | +160.8% | +77.1% |
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