+474.2%
NUE vs LCID
-95.9%
+570.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.7% | -9.1% | +6.5% | -2.1% |
| 30D | -6.1% | -37.6% | +31.5% | -3.1% |
| 3M | +2.2% | -11.1% | +13.3% | +1.8% |
| 6M | +50.8% | -59.2% | +110.0% | +58.0% |
| YTD | +57.5% | -60.5% | +118.0% | +64.9% |
| 1Y | +82.5% | -78.5% | +161.0% | +98.7% |
| 3Y | +61.7% | -92.8% | +154.5% | +82.9% |
| 5Y | +145.1% | -97.9% | +243.0% | +189.3% |
| All | +474.2% | -95.9% | +570.2% | +554.0% |
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 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