-98.0%
LCID vs VSXY
+37.4%
-135.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.1% |
| 7D | -6.6% | -14.0% | +7.4% | -3.3% |
| 30D | -30.1% | -15.9% | -14.2% | -27.5% |
| 3M | -17.6% | +3.4% | -21.0% | -18.7% |
| 6M | -54.4% | +25.9% | -80.3% | -59.0% |
| YTD | -55.7% | +39.5% | -95.2% | -61.4% |
| 1Y | -71.0% | +194.4% | -265.4% | -80.1% |
| 3Y | -92.6% | +281.4% | -374.1% | -95.9% |
| 5Y | -97.6% | +12.8% | -110.4% | -98.3% |
| All | -98.0% | +37.4% | -135.4% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling