-25.3%
NVTS vs LCID
-98.7%
+73.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -11.3% | +6.2% | -1.0% |
| 7D | +21.6% | +9.2% | +12.4% | +17.7% |
| 30D | -8.5% | -3.0% | -5.5% | -7.7% |
| 3M | -31.4% | -50.2% | +18.9% | -12.6% |
| 6M | -50.3% | -45.8% | -4.5% | -42.4% |
| YTD | +33.9% | -69.2% | +103.1% | +88.6% |
| 1Y | +10.6% | -80.4% | +91.0% | +83.3% |
| 3Y | +52.7% | -91.4% | +144.1% | +199.9% |
| 5Y | -48.5% | -99.3% | +50.8% | +91.4% |
| All | -25.3% | -98.7% | +73.4% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling