-97.9%
LCID vs VYM
+75.8%
-173.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.1% |
| 7D | -9.1% | -1.9% | -7.3% | -5.9% |
| 30D | -37.6% | -2.6% | -35.0% | -34.4% |
| 3M | -11.1% | +3.6% | -14.6% | -16.6% |
| 6M | -59.2% | +8.7% | -67.9% | -65.0% |
| YTD | -60.5% | +14.1% | -74.6% | -68.7% |
| 1Y | -78.5% | +17.8% | -96.3% | -83.8% |
| 3Y | -92.8% | +64.5% | -157.4% | -97.0% |
| 5Y | -97.9% | +77.5% | -175.4% | -99.1% |
| All | -97.9% | +75.8% | -173.7% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling