+1,333.0%
NVDA vs LCID
-96.4%
+1,429.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.5% | +3.2% |
| 7D | -13.2% | +8.9% | -22.1% | -14.3% |
| 30D | -23.2% | +6.8% | -30.1% | -24.3% |
| 3M | -20.0% | -45.2% | +25.2% | -14.3% |
| 6M | -20.6% | -39.1% | +18.5% | -18.2% |
| YTD | -6.6% | -65.3% | +58.6% | +2.8% |
| 1Y | -9.8% | -78.4% | +68.6% | +5.6% |
| 3Y | +260.5% | -90.3% | +350.8% | +335.7% |
| 5Y | +474.2% | -99.2% | +573.4% | +827.7% |
| All | +1,333.0% | -96.4% | +1,429.5% | +1,962.5% |
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