+135.6%
NTAP vs LCID
-93.0%
+228.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -0.9% |
| 7D | -15.1% | +8.9% | -24.0% | -15.6% |
| 30D | -28.1% | -15.4% | -12.7% | -27.3% |
| 3M | -11.4% | -52.9% | +41.4% | -7.0% |
| 6M | +52.2% | -46.8% | +99.1% | +57.1% |
| YTD | +60.4% | -68.9% | +129.3% | +72.1% |
| 1Y | +51.0% | -81.7% | +132.7% | +68.2% |
| 3Y | +135.6% | -92.4% | +227.9% | +172.0% |
| All | +135.6% | -93.0% | +228.6% | +172.0% |
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