-92.4%
LCID vs VLTO
+69.5%
-161.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.1% |
| 7D | +8.9% | +5.4% | +3.5% | +5.5% |
| 30D | -15.4% | +22.3% | -37.7% | -26.0% |
| 3M | -52.9% | +19.6% | -72.5% | -58.1% |
| 6M | -46.8% | +35.2% | -82.0% | -56.5% |
| YTD | -68.9% | +17.9% | -86.7% | -72.2% |
| 1Y | -81.7% | +19.5% | -101.2% | -83.8% |
| 3Y | -92.4% | +73.9% | -166.3% | -94.5% |
| All | -92.4% | +69.5% | -161.9% | -94.5% |
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