+89.6%
NVS vs LCID
-95.9%
+185.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -15.7% | -9.1% | -6.6% | -15.6% |
| 30D | -11.1% | -37.6% | +26.5% | -10.5% |
| 3M | -7.2% | -11.1% | +3.9% | -7.2% |
| 6M | -12.3% | -59.2% | +46.8% | -11.6% |
| YTD | +2.8% | -60.5% | +63.2% | +3.6% |
| 1Y | +11.9% | -78.5% | +90.4% | +13.4% |
| 3Y | +55.1% | -92.8% | +147.9% | +57.7% |
| 5Y | +94.1% | -97.9% | +192.0% | +99.0% |
| All | +89.6% | -95.9% | +185.5% | +91.7% |
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