-97.0%
LCID vs VCLT
-15.3%
-81.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -8.7% |
| 7D | -10.2% | -2.3% | -7.9% | -7.6% |
| 30D | -10.2% | +0.8% | -10.9% | -10.6% |
| 3M | -54.1% | -2.7% | -51.4% | -52.3% |
| 6M | -53.8% | -4.3% | -49.5% | -50.7% |
| YTD | -72.0% | -4.3% | -67.7% | -70.1% |
| 1Y | -80.5% | -4.4% | -76.2% | -79.1% |
| 3Y | -92.6% | +13.8% | -106.3% | -93.2% |
| 5Y | -99.3% | -17.0% | -82.4% | -99.3% |
| All | -97.0% | -15.3% | -81.7% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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