+56.2%
VFC vs LCID
-92.2%
+148.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.2% | +12.5% | +5.1% |
| 7D | +1.6% | -10.2% | +11.8% | +3.4% |
| 30D | +25.5% | -10.2% | +35.7% | +26.9% |
| 3M | +41.3% | -54.1% | +95.4% | +62.5% |
| 6M | +22.2% | -53.8% | +76.0% | +35.8% |
| YTD | +16.4% | -72.0% | +88.4% | +42.0% |
| 1Y | +38.4% | -80.5% | +118.9% | +82.5% |
| 3Y | +56.2% | -92.6% | +148.8% | +153.0% |
| All | +56.2% | -92.2% | +148.4% | +153.0% |
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 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