+68.2%
NSC vs LCID
-95.4%
+163.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -5.5% | -6.6% | +1.1% | -5.3% |
| 30D | -3.2% | -30.1% | +26.9% | -2.0% |
| 3M | +7.7% | -17.6% | +25.3% | +7.7% |
| 6M | +4.5% | -54.4% | +59.0% | +6.9% |
| YTD | +15.6% | -55.7% | +71.3% | +18.1% |
| 1Y | +19.8% | -71.0% | +90.9% | +24.4% |
| 3Y | +70.1% | -92.6% | +162.7% | +82.0% |
| 5Y | +46.1% | -97.6% | +143.7% | +58.6% |
| All | +68.2% | -95.4% | +163.6% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling