+76.9%
NSC vs LCID
-90.0%
+166.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.4% |
| 7D | -3.4% | +24.8% | -28.3% | -4.4% |
| 30D | +3.6% | -0.5% | +4.1% | +3.4% |
| 3M | -1.4% | -43.0% | +41.6% | +0.7% |
| 6M | +6.0% | -40.5% | +46.5% | +7.1% |
| YTD | +15.5% | -64.3% | +79.8% | +19.8% |
| 1Y | +16.2% | -78.1% | +94.3% | +24.0% |
| 3Y | +76.9% | -90.1% | +167.0% | +98.1% |
| All | +76.9% | -90.0% | +166.9% | +98.1% |
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 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