-30.1%
NVTS vs LCID
-98.8%
+68.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.2% | +2.8% | -3.0% |
| 7D | +3.9% | -10.2% | +14.1% | +7.9% |
| 30D | -4.3% | -10.2% | +5.9% | -0.8% |
| 3M | -34.5% | -54.1% | +19.6% | -14.0% |
| 6M | -57.7% | -53.8% | -4.0% | -48.1% |
| YTD | +25.4% | -72.0% | +97.4% | +82.8% |
| 1Y | +13.1% | -80.5% | +93.7% | +87.7% |
| 3Y | +48.9% | -92.6% | +141.5% | +208.3% |
| 5Y | -51.8% | -99.3% | +47.5% | +85.6% |
| All | -30.1% | -98.8% | +68.7% | +186.3% |
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