-65.0%
VFC vs LCID
-96.5%
+31.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | +1.2% |
| 7D | +7.7% | +20.0% | -12.3% | +4.6% |
| 30D | +39.2% | -5.0% | +44.2% | +39.3% |
| 3M | +40.3% | -48.9% | +89.1% | +53.4% |
| 6M | +11.4% | -43.2% | +54.6% | +17.2% |
| YTD | +17.5% | -65.9% | +83.5% | +32.0% |
| 1Y | +45.9% | -79.2% | +125.0% | +75.6% |
| 3Y | +47.3% | -90.4% | +137.7% | +87.0% |
| 5Y | -67.2% | -99.2% | +32.0% | -51.9% |
| All | -65.0% | -96.5% | +31.5% | -45.9% |
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 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