-78.0%
VFC vs LCID
-95.5%
+17.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +0.8% | +1.8% | -0.9% | +0.6% |
| 30D | -11.9% | -34.2% | +22.3% | -6.5% |
| 3M | -20.2% | -9.1% | -11.0% | -20.8% |
| 6M | -23.0% | -52.6% | +29.6% | -16.5% |
| YTD | -26.2% | -56.2% | +30.0% | -19.5% |
| 1Y | -13.3% | -74.9% | +61.6% | +2.0% |
| 3Y | -25.5% | -92.1% | +66.6% | -3.8% |
| 5Y | -78.1% | -97.6% | +19.4% | -69.4% |
| All | -78.0% | -95.5% | +17.5% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling