-95.7%
LCID vs VSAT
+103.6%
-199.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.9% | -0.8% | -5.9% |
| 7D | -9.3% | +3.5% | -12.8% | -10.2% |
| 30D | -35.4% | -14.7% | -20.7% | -32.5% |
| 3M | -17.1% | +13.2% | -30.3% | -20.4% |
| 6M | -58.9% | +57.4% | -116.3% | -64.4% |
| YTD | -59.6% | +110.0% | -169.6% | -67.6% |
| 1Y | -78.0% | +134.4% | -212.4% | -82.9% |
| 3Y | -92.7% | +203.5% | -296.2% | -95.5% |
| 5Y | -97.8% | +47.1% | -145.0% | -98.5% |
| All | -95.7% | +103.6% | -199.3% | -97.1% |
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