-95.7%
LCID vs VYM
+133.6%
-229.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.1% |
| 7D | -9.8% | -0.8% | -9.0% | -8.6% |
| 30D | -35.5% | -2.2% | -33.2% | -33.0% |
| 3M | -18.4% | +3.1% | -21.4% | -22.3% |
| 6M | -60.5% | +9.7% | -70.2% | -65.9% |
| YTD | -60.1% | +14.9% | -75.0% | -67.7% |
| 1Y | -78.8% | +17.6% | -96.4% | -83.3% |
| 3Y | -92.8% | +65.3% | -158.1% | -96.5% |
| 5Y | -97.9% | +78.7% | -176.6% | -99.0% |
| All | -95.7% | +133.6% | -229.3% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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