-95.3%
LCID vs VICR
+130.0%
-225.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.7% | +0.2% |
| 7D | -6.6% | +0.4% | -7.0% | -6.7% |
| 30D | -30.1% | -13.9% | -16.2% | -27.5% |
| 3M | -17.6% | -38.4% | +20.8% | -8.0% |
| 6M | -54.4% | -7.2% | -47.2% | -57.2% |
| YTD | -55.7% | +72.0% | -127.8% | -66.1% |
| 1Y | -71.0% | +263.3% | -334.3% | -83.1% |
| 3Y | -92.6% | +173.3% | -265.9% | -95.9% |
| 5Y | -97.6% | +47.3% | -144.9% | -98.4% |
| All | -95.3% | +130.0% | -225.3% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling