-95.8%
LCID vs VO
+98.6%
-194.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -0.4% |
| 7D | -9.1% | -2.5% | -6.6% | -4.6% |
| 30D | -37.6% | -3.2% | -34.4% | -33.5% |
| 3M | -11.1% | +3.9% | -15.0% | -17.0% |
| 6M | -59.2% | +9.6% | -68.8% | -65.4% |
| YTD | -60.5% | +11.6% | -72.0% | -67.2% |
| 1Y | -78.5% | +12.6% | -91.1% | -82.3% |
| 3Y | -92.8% | +55.4% | -148.2% | -96.7% |
| 5Y | -97.9% | +41.8% | -139.7% | -98.7% |
| All | -95.8% | +98.6% | -194.4% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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