-96.7%
LCID vs VCLT
-14.9%
-81.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.3% | -10.0% | -9.8% |
| 7D | +9.2% | -1.9% | +11.1% | +11.9% |
| 30D | -3.0% | +1.4% | -4.4% | -4.2% |
| 3M | -50.2% | -1.8% | -48.5% | -48.9% |
| 6M | -45.8% | -3.9% | -41.9% | -42.6% |
| YTD | -69.2% | -3.9% | -65.3% | -67.2% |
| 1Y | -80.4% | -4.7% | -75.7% | -78.9% |
| 3Y | -91.4% | +14.1% | -105.5% | -92.2% |
| 5Y | -99.3% | -16.6% | -82.6% | -99.2% |
| All | -96.7% | -14.9% | -81.8% | -96.8% |
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