+213.5%
VIAV vs LCID
-95.9%
+309.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.4% |
| 7D | +11.2% | -9.1% | +20.3% | +12.0% |
| 30D | -2.6% | -37.6% | +35.0% | +1.1% |
| 3M | -20.1% | -11.1% | -9.1% | -20.6% |
| 6M | +25.8% | -59.2% | +85.0% | +33.3% |
| YTD | +109.9% | -60.5% | +170.3% | +122.1% |
| 1Y | +214.3% | -78.5% | +292.8% | +248.3% |
| 3Y | +281.6% | -92.8% | +374.5% | +341.9% |
| 5Y | +132.6% | -97.9% | +230.5% | +181.9% |
| All | +213.5% | -95.9% | +309.4% | +278.4% |
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