-97.0%
LCID vs VSAT
+90.5%
-187.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.9% | -4.3% | -7.9% |
| 7D | -10.2% | +5.9% | -16.1% | -11.4% |
| 30D | -10.2% | +9.7% | -19.9% | -13.0% |
| 3M | -54.1% | -18.3% | -35.8% | -51.9% |
| 6M | -53.8% | -4.1% | -49.7% | -54.3% |
| YTD | -72.0% | +96.5% | -168.6% | -77.4% |
| 1Y | -80.5% | +89.3% | -169.8% | -84.1% |
| 3Y | -92.6% | +270.1% | -362.6% | -95.7% |
| 5Y | -99.3% | +26.4% | -125.7% | -99.5% |
| All | -97.0% | +90.5% | -187.6% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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