+180.5%
NXT vs LCID
-96.0%
+276.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.6% |
| 30D | -17.2% | -34.2% | +17.0% | -11.7% |
| 3M | -32.0% | -9.1% | -22.9% | -33.0% |
| 6M | -15.8% | -52.6% | +36.9% | -7.8% |
| YTD | -1.9% | -56.2% | +54.3% | +7.9% |
| 1Y | +22.5% | -74.9% | +97.4% | +46.8% |
| 3Y | +100.5% | -92.1% | +192.6% | +169.2% |
| All | +180.5% | -96.0% | +276.6% | +297.4% |
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