+125.8%
VGT vs LCID
-92.3%
+218.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.8% | +1.8% | +0.1% | +1.7% |
| 30D | -0.3% | -34.2% | +33.9% | +3.0% |
| 3M | +3.4% | -9.1% | +12.5% | +2.6% |
| 6M | +35.0% | -52.6% | +87.6% | +41.4% |
| YTD | +28.8% | -56.2% | +85.0% | +35.3% |
| 1Y | +38.0% | -74.9% | +112.9% | +51.3% |
| 3Y | +125.8% | -92.1% | +217.9% | +159.7% |
| All | +125.8% | -92.3% | +218.1% | +159.7% |
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