+137.9%
VGT vs LCID
-97.9%
+235.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -0.2% | -9.8% | +9.7% | +0.9% |
| 30D | -0.4% | -35.5% | +35.0% | +4.3% |
| 3M | +4.4% | -18.4% | +22.8% | +4.7% |
| 6M | +32.1% | -60.5% | +92.6% | +43.1% |
| YTD | +28.8% | -60.1% | +88.9% | +38.6% |
| 1Y | +35.3% | -78.8% | +114.1% | +56.0% |
| 3Y | +124.8% | -92.8% | +217.5% | +177.5% |
| All | +137.9% | -97.9% | +235.8% | +247.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling