-99.2%
LCID vs VIG
+65.3%
-164.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -4.2% |
| 7D | +8.9% | -0.3% | +9.2% | +10.3% |
| 30D | +6.8% | +4.9% | +1.9% | -1.7% |
| 3M | -45.2% | +2.9% | -48.2% | -47.7% |
| 6M | -39.1% | +11.2% | -50.4% | -49.5% |
| YTD | -65.3% | +16.0% | -81.3% | -73.2% |
| 1Y | -78.4% | +17.0% | -95.4% | -83.4% |
| 3Y | -90.3% | +66.9% | -157.2% | -96.2% |
| 5Y | -99.2% | +65.8% | -165.0% | -99.7% |
| All | -99.2% | +65.3% | -164.5% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling