-96.7%
LCID vs VIG
+117.8%
-214.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | 0.0% | -11.3% | -11.3% |
| 7D | +9.2% | +3.1% | +6.1% | +3.8% |
| 30D | -3.0% | +5.0% | -8.0% | -10.0% |
| 3M | -50.2% | +2.7% | -52.9% | -52.0% |
| 6M | -45.8% | +11.0% | -56.8% | -53.9% |
| YTD | -69.2% | +16.0% | -85.2% | -75.5% |
| 1Y | -80.4% | +16.3% | -96.6% | -84.3% |
| 3Y | -91.4% | +66.8% | -158.3% | -96.1% |
| 5Y | -99.3% | +64.8% | -164.0% | -99.7% |
| All | -96.7% | +117.8% | -214.5% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling