-96.7%
LCID vs VT
+114.5%
-211.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.6% | -10.7% | -10.1% |
| 7D | +9.2% | +2.9% | +6.3% | +3.7% |
| 30D | -3.0% | -2.5% | -0.5% | +2.9% |
| 3M | -50.2% | -3.3% | -46.9% | -46.0% |
| 6M | -45.8% | +1.5% | -47.4% | -46.1% |
| YTD | -69.2% | +11.4% | -80.6% | -74.1% |
| 1Y | -80.4% | +11.9% | -92.3% | -83.5% |
| 3Y | -91.4% | +73.9% | -165.3% | -96.8% |
| 5Y | -99.3% | +57.9% | -157.1% | -99.7% |
| All | -96.7% | +114.5% | -211.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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