-95.3%
LCID vs VCLT
-13.3%
-82.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -6.6% | -0.5% | -6.1% | -6.0% |
| 30D | -30.1% | -0.9% | -29.3% | -29.4% |
| 3M | -17.6% | -3.2% | -14.4% | -13.9% |
| 6M | -54.4% | -3.8% | -50.6% | -52.0% |
| YTD | -55.7% | -2.0% | -53.7% | -54.2% |
| 1Y | -71.0% | -0.8% | -70.2% | -70.3% |
| 3Y | -92.6% | +12.3% | -104.9% | -93.3% |
| 5Y | -97.6% | -15.4% | -82.2% | -97.5% |
| All | -95.3% | -13.3% | -82.0% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling