-95.8%
LCID vs VICR
+117.2%
-213.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.2% |
| 7D | -9.1% | -0.4% | -8.7% | -9.0% |
| 30D | -37.6% | -15.6% | -22.0% | -34.9% |
| 3M | -11.1% | -35.4% | +24.3% | -2.3% |
| 6M | -59.2% | +1.3% | -60.5% | -62.6% |
| YTD | -60.5% | +62.5% | -122.9% | -69.2% |
| 1Y | -78.5% | +255.5% | -334.0% | -87.4% |
| 3Y | -92.8% | +182.0% | -274.8% | -96.1% |
| 5Y | -97.9% | +42.9% | -140.8% | -98.6% |
| All | -95.8% | +117.2% | -213.0% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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