-98.6%
LCID vs VSXY
+90.2%
-188.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.8% | -6.5% | -10.1% |
| 7D | +9.2% | -1.6% | +10.8% | +9.9% |
| 30D | -3.0% | +17.8% | -20.8% | -6.5% |
| 3M | -50.2% | +12.5% | -62.7% | -51.8% |
| 6M | -45.8% | +124.7% | -170.6% | -57.7% |
| YTD | -69.2% | +93.2% | -162.4% | -75.2% |
| 1Y | -80.4% | +195.6% | -276.0% | -86.3% |
| 3Y | -91.4% | +434.6% | -526.1% | -95.6% |
| 5Y | -99.3% | +103.3% | -202.6% | -99.5% |
| All | -98.6% | +90.2% | -188.8% | -99.1% |
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