-7.4%
LVS vs LCID
-95.9%
+88.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | -4.3% | -9.1% | +4.8% | -3.5% |
| 30D | -6.8% | -37.6% | +30.8% | -2.9% |
| 3M | -15.6% | -11.1% | -4.6% | -16.1% |
| 6M | -20.6% | -59.2% | +38.6% | -15.5% |
| YTD | -33.4% | -60.5% | +27.0% | -29.3% |
| 1Y | -20.1% | -78.5% | +58.4% | -10.6% |
| 3Y | -7.4% | -92.8% | +85.4% | +9.6% |
| 5Y | +8.5% | -97.9% | +106.4% | +41.6% |
| All | -7.4% | -95.9% | +88.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LCID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling