-78.5%
VFC vs LCID
-95.8%
+17.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.6% | -1.0% |
| 7D | -2.3% | -9.3% | +7.0% | -0.9% |
| 30D | -13.4% | -35.4% | +22.0% | -7.8% |
| 3M | -23.7% | -17.1% | -6.6% | -23.3% |
| 6M | -24.5% | -58.9% | +34.5% | -16.3% |
| YTD | -27.8% | -59.6% | +31.8% | -20.4% |
| 1Y | -13.5% | -78.0% | +64.5% | +3.9% |
| 3Y | -27.1% | -92.7% | +65.6% | -4.8% |
| 5Y | -79.0% | -97.8% | +18.8% | -70.3% |
| All | -78.5% | -95.8% | +17.3% | -67.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling