+81.9%
VEEV vs LCID
-91.4%
+173.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.5% | -0.1% |
| 7D | -2.5% | +9.2% | -11.7% | -3.1% |
| 30D | +0.3% | -3.0% | +3.2% | +0.2% |
| 3M | +25.2% | -50.2% | +75.4% | +29.5% |
| 6M | +89.7% | -45.8% | +135.5% | +93.6% |
| YTD | +35.5% | -69.2% | +104.7% | +41.2% |
| 1Y | +1.8% | -80.4% | +82.2% | +7.8% |
| All | +81.9% | -91.4% | +173.3% | +96.5% |
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