-90.4%
LCID vs VLTO
+73.3%
-163.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +8.9% |
| 7D | +20.0% | +2.0% | +18.0% | +18.7% |
| 30D | -5.0% | +21.8% | -26.8% | -16.5% |
| 3M | -48.9% | +20.2% | -69.1% | -54.7% |
| 6M | -43.2% | +36.3% | -79.6% | -53.7% |
| YTD | -65.9% | +18.8% | -84.8% | -69.7% |
| 1Y | -79.2% | +20.4% | -99.6% | -81.7% |
| 3Y | -90.4% | +71.9% | -162.3% | -92.9% |
| All | -90.4% | +73.3% | -163.7% | -92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling