-95.3%
LCID vs VYM
+134.5%
-229.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.4% |
| 7D | +1.8% | +0.1% | +1.6% | +1.5% |
| 30D | -34.2% | -1.3% | -33.0% | -32.9% |
| 3M | -9.1% | +4.1% | -13.2% | -14.6% |
| 6M | -52.6% | +9.8% | -62.4% | -59.2% |
| YTD | -56.2% | +15.3% | -71.5% | -64.8% |
| 1Y | -74.9% | +20.0% | -94.9% | -80.8% |
| 3Y | -92.1% | +66.2% | -158.3% | -96.2% |
| 5Y | -97.6% | +77.5% | -175.1% | -98.8% |
| All | -95.3% | +134.5% | -229.8% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling