-95.7%
LCID vs VIG
+105.8%
-201.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.2% | -6.9% |
| 7D | -9.3% | -1.2% | -8.2% | -7.5% |
| 30D | -35.4% | -2.8% | -32.6% | -32.1% |
| 3M | -17.1% | +2.5% | -19.6% | -19.9% |
| 6M | -58.9% | +8.1% | -67.0% | -63.7% |
| YTD | -59.6% | +9.6% | -69.2% | -64.8% |
| 1Y | -78.0% | +14.2% | -92.1% | -81.9% |
| 3Y | -92.7% | +56.1% | -148.8% | -96.3% |
| 5Y | -97.8% | +62.8% | -160.7% | -98.9% |
| All | -95.7% | +105.8% | -201.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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