Comparison of the estimated uncertainty (Nautilus, diagonal covariance matrix) and true scatter (84th percentile relative error distribution). The top panels show the results for the free parameters of the sphNFW model, while the bottom panels show the same for the eNFW₄ model. For the CL+LoS+σ_ϵ mock, the estimated uncertainty and true scatter are shown as red-dashed and red-solid lines, respectively. For the Euclid+CL+LoS mock, the estimated uncertainty and true scatter are shown in orange stars and crosses, respectively. A gray-dotted curve indicates a quantity inversely proportional to the lensing efficiency. Under the assumption of a diagonal covariance matrix, LoS-induced scatter in mass estimates is not accounted for in the Bayesian parameter inference.