-77.6%
VFC vs LCID
-95.4%
+17.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.1% |
| 7D | -1.6% | -6.6% | +5.0% | -0.6% |
| 30D | -11.6% | -30.1% | +18.5% | -7.0% |
| 3M | -18.1% | -17.6% | -0.5% | -17.6% |
| 6M | -27.4% | -54.4% | +27.1% | -20.8% |
| YTD | -24.8% | -55.7% | +30.9% | -18.1% |
| 1Y | -8.2% | -71.0% | +62.8% | +5.6% |
| 3Y | -29.1% | -92.6% | +63.5% | -7.8% |
| 5Y | -79.2% | -97.6% | +18.4% | -70.9% |
| All | -77.6% | -95.4% | +17.8% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling