-95.3%
LCID vs NVMI
+646.5%
-741.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | +1.8% | +11.7% | -9.9% | -3.2% |
| 30D | -34.2% | -4.0% | -30.2% | -33.0% |
| 3M | -9.1% | -25.8% | +16.6% | +0.7% |
| 6M | -52.6% | -8.3% | -44.3% | -53.9% |
| YTD | -56.2% | +14.8% | -71.0% | -62.4% |
| 1Y | -74.9% | +37.9% | -112.8% | -80.6% |
| 3Y | -92.1% | +216.3% | -308.3% | -96.8% |
| 5Y | -97.6% | +277.2% | -374.7% | -99.1% |
| All | -95.3% | +646.5% | -741.8% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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