-44.6%
VG vs LCID
-89.3%
+44.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.2% | +8.3% | -0.4% |
| 7D | +14.0% | -10.2% | +24.1% | +14.4% |
| 30D | -1.0% | -10.2% | +9.2% | -0.8% |
| 3M | -2.7% | -54.1% | +51.4% | +2.1% |
| 6M | +1.5% | -53.8% | +55.2% | +4.7% |
| YTD | +93.7% | -72.0% | +165.8% | +114.8% |
| 1Y | +68.5% | -80.5% | +149.1% | +100.1% |
| All | -44.6% | -89.3% | +44.7% | -31.5% |
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 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