+403.3%
NTAP vs LCID
-95.4%
+498.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -0.8% | -6.6% | +5.8% | -0.4% |
| 30D | -0.5% | -30.1% | +29.6% | +1.5% |
| 3M | +4.1% | -17.6% | +21.7% | +4.2% |
| 6M | +88.0% | -54.4% | +142.4% | +95.1% |
| YTD | +75.6% | -55.7% | +131.3% | +82.1% |
| 1Y | +58.9% | -71.0% | +130.0% | +68.8% |
| 3Y | +153.6% | -92.6% | +246.2% | +182.3% |
| 5Y | +127.6% | -97.6% | +225.3% | +165.2% |
| All | +403.3% | -95.4% | +498.8% | +526.3% |
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