-98.2%
LCID vs VSXY
+33.4%
-131.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.4% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -37.6% | -22.1% | -15.6% | -33.9% |
| 3M | -11.1% | -1.1% | -9.9% | -11.2% |
| 6M | -59.2% | +53.8% | -113.0% | -65.3% |
| YTD | -60.5% | +35.5% | -95.9% | -65.3% |
| 1Y | -78.5% | +186.0% | -264.5% | -85.1% |
| 3Y | -92.8% | +343.2% | -436.0% | -96.3% |
| 5Y | -97.9% | +19.0% | -116.9% | -98.5% |
| All | -98.2% | +33.4% | -131.7% | -98.7% |
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