-90.1%
LCID vs VCLT
+14.6%
-104.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +6.6% |
| 7D | +24.8% | +0.2% | +24.6% | +24.4% |
| 30D | -0.5% | +2.3% | -2.8% | -4.3% |
| 3M | -43.0% | -1.1% | -41.9% | -41.6% |
| 6M | -40.5% | -4.2% | -36.4% | -35.2% |
| YTD | -64.3% | -3.4% | -60.9% | -61.5% |
| 1Y | -78.1% | -3.8% | -74.3% | -76.1% |
| 3Y | -90.1% | +14.7% | -104.8% | -90.4% |
| All | -90.1% | +14.6% | -104.6% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling