+238.4%
VGT vs LCID
-95.9%
+334.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -0.2% | -9.8% | +9.7% | +0.7% |
| 30D | -0.4% | -35.5% | +35.0% | +3.4% |
| 3M | +4.4% | -18.4% | +22.8% | +4.7% |
| 6M | +32.1% | -60.5% | +92.6% | +41.0% |
| YTD | +28.8% | -60.1% | +88.9% | +36.8% |
| 1Y | +35.3% | -78.8% | +114.1% | +51.7% |
| 3Y | +124.8% | -92.8% | +217.5% | +164.8% |
| 5Y | +137.9% | -97.9% | +235.8% | +205.0% |
| All | +238.4% | -95.9% | +334.3% | +348.0% |
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 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