+412.9%
NTAP vs LCID
-95.5%
+508.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +3.3% | +1.8% | +1.5% | +3.1% |
| 30D | -0.2% | -34.2% | +34.0% | +2.3% |
| 3M | +11.4% | -9.1% | +20.5% | +10.7% |
| 6M | +88.7% | -52.6% | +141.3% | +95.4% |
| YTD | +78.9% | -56.2% | +135.1% | +85.7% |
| 1Y | +58.8% | -74.9% | +133.7% | +70.2% |
| 3Y | +153.5% | -92.1% | +245.6% | +181.1% |
| 5Y | +136.7% | -97.6% | +234.3% | +175.9% |
| All | +412.9% | -95.5% | +508.4% | +538.7% |
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