-90.3%
LCID vs NVDX
+772.1%
-862.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -9.8% | -10.2% | +0.4% | -8.9% |
| 30D | -35.5% | -7.3% | -28.1% | -35.1% |
| 3M | -18.4% | +5.5% | -23.9% | -19.5% |
| 6M | -60.5% | +18.3% | -78.8% | -61.7% |
| YTD | -60.1% | +11.4% | -71.5% | -61.2% |
| 1Y | -78.8% | +12.7% | -91.5% | -79.6% |
| All | -90.3% | +772.1% | -862.4% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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