-95.8%
LCID vs VEU
+94.1%
-189.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | 0.0% |
| 7D | -9.1% | -1.9% | -7.2% | -6.1% |
| 30D | -37.6% | -0.7% | -36.9% | -36.6% |
| 3M | -11.1% | +4.9% | -15.9% | -17.8% |
| 6M | -59.2% | +9.8% | -69.0% | -65.1% |
| YTD | -60.5% | +15.3% | -75.8% | -68.8% |
| 1Y | -78.5% | +23.0% | -101.5% | -84.6% |
| 3Y | -92.8% | +73.5% | -166.3% | -97.1% |
| 5Y | -97.9% | +54.5% | -152.4% | -99.0% |
| All | -95.8% | +94.1% | -189.9% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling