-9.4%
NVTS vs LCID
-98.3%
+88.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.4% | -0.6% |
| 7D | +3.5% | -9.3% | +12.8% | +7.1% |
| 30D | -11.9% | -35.4% | +23.5% | +2.4% |
| 3M | -49.2% | -17.1% | -32.1% | -49.3% |
| 6M | +38.4% | -58.9% | +97.4% | +76.4% |
| YTD | +62.5% | -59.6% | +122.1% | +108.0% |
| 1Y | +101.4% | -78.0% | +179.4% | +220.9% |
| 3Y | +40.4% | -92.7% | +133.1% | +192.8% |
| All | -9.4% | -98.3% | +88.9% | +225.7% |
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