-93.2%
LCID vs VLTO
+56.3%
-149.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +24.8% | +1.6% | +23.2% | +23.7% |
| 30D | -0.5% | +22.0% | -22.5% | -13.5% |
| 3M | -43.0% | +21.9% | -64.9% | -50.4% |
| 6M | -40.5% | +36.5% | -77.0% | -52.3% |
| YTD | -64.3% | +19.0% | -83.3% | -68.6% |
| 1Y | -78.1% | +21.0% | -99.0% | -81.0% |
| 3Y | -90.1% | +69.9% | -160.0% | -93.9% |
| All | -93.2% | +56.3% | -149.5% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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