-95.3%
LCID vs VT
+122.2%
-217.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -6.6% | +0.4% | -7.0% | -7.3% |
| 30D | -30.1% | +1.0% | -31.1% | -31.2% |
| 3M | -17.6% | +2.4% | -20.0% | -20.6% |
| 6M | -54.4% | +12.0% | -66.4% | -62.9% |
| YTD | -55.7% | +15.3% | -71.1% | -65.6% |
| 1Y | -71.0% | +22.6% | -93.6% | -79.7% |
| 3Y | -92.6% | +74.7% | -167.3% | -97.3% |
| 5Y | -97.6% | +66.1% | -163.7% | -99.0% |
| All | -95.3% | +122.2% | -217.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling