-92.4%
LCID vs VO
+60.2%
-152.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.7% |
| 7D | +8.9% | -2.6% | +11.5% | +15.5% |
| 30D | -15.4% | -0.9% | -14.5% | -13.1% |
| 3M | -52.9% | -3.0% | -49.9% | -49.3% |
| 6M | -46.8% | +2.2% | -49.1% | -48.1% |
| YTD | -68.9% | +10.6% | -79.4% | -73.6% |
| 1Y | -81.7% | +12.5% | -94.2% | -84.8% |
| 3Y | -92.4% | +61.4% | -153.8% | -97.0% |
| All | -92.4% | +60.2% | -152.6% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling