-96.7%
LCID vs VT
+109.0%
-205.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.0% |
| 7D | +8.9% | -2.3% | +11.3% | +14.9% |
| 30D | -15.4% | -5.0% | -10.5% | -6.0% |
| 3M | -52.9% | -4.9% | -48.0% | -47.4% |
| 6M | -46.8% | -1.5% | -45.3% | -44.0% |
| YTD | -68.9% | +8.5% | -77.4% | -72.5% |
| 1Y | -81.7% | +11.4% | -93.1% | -84.5% |
| 3Y | -92.4% | +70.1% | -162.5% | -97.0% |
| 5Y | -99.2% | +53.7% | -152.9% | -99.6% |
| All | -96.7% | +109.0% | -205.7% | -98.6% |
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