-98.7%
LCID vs VSXY
+93.0%
-191.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -9.6% |
| 7D | -10.2% | -1.7% | -8.4% | -9.7% |
| 30D | -10.2% | +20.1% | -30.3% | -13.8% |
| 3M | -54.1% | +16.6% | -70.7% | -56.0% |
| 6M | -53.8% | +134.9% | -188.7% | -64.3% |
| YTD | -72.0% | +96.0% | -168.0% | -77.6% |
| 1Y | -80.5% | +203.8% | -284.3% | -86.5% |
| 3Y | -92.6% | +465.3% | -557.9% | -96.2% |
| 5Y | -99.3% | +106.3% | -205.6% | -99.6% |
| All | -98.7% | +93.0% | -191.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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