-51.4%
VG vs LCID
-89.2%
+37.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.6% | +7.6% | -3.3% |
| 7D | -22.0% | -6.9% | -15.1% | -21.7% |
| 30D | -14.7% | -28.4% | +13.6% | -13.1% |
| 3M | -7.1% | -55.5% | +48.4% | -2.1% |
| 6M | -11.2% | -52.3% | +41.2% | -8.6% |
| YTD | +69.8% | -71.8% | +141.6% | +88.7% |
| 1Y | +49.9% | -82.7% | +132.6% | +82.7% |
| All | -51.4% | -89.2% | +37.8% | -39.8% |
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