-97.0%
LCID vs VT
+113.9%
-210.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -8.7% |
| 7D | -10.2% | +2.4% | -12.5% | -13.8% |
| 30D | -10.2% | -1.5% | -8.7% | -6.5% |
| 3M | -54.1% | -4.1% | -50.0% | -49.4% |
| 6M | -53.8% | +0.6% | -54.3% | -53.1% |
| YTD | -72.0% | +11.0% | -83.1% | -76.3% |
| 1Y | -80.5% | +13.3% | -93.9% | -84.0% |
| 3Y | -92.6% | +73.4% | -166.0% | -97.2% |
| 5Y | -99.3% | +57.4% | -156.8% | -99.7% |
| All | -97.0% | +113.9% | -210.9% | -98.8% |
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