+20.2%
VEEV vs LCID
-92.3%
+112.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.7% | -3.7% |
| 7D | -5.2% | +1.8% | -6.9% | -5.3% |
| 30D | +14.9% | -34.2% | +49.1% | +17.6% |
| 3M | +58.4% | -9.1% | +67.5% | +57.8% |
| 6M | +35.5% | -52.6% | +88.1% | +39.2% |
| YTD | +18.6% | -56.2% | +74.8% | +22.1% |
| 1Y | -6.3% | -74.9% | +68.5% | -1.6% |
| 3Y | +20.2% | -92.1% | +112.3% | +28.3% |
| All | +20.2% | -92.3% | +112.5% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling