-100.0%
VIVK vs LCID
-78.4%
-21.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.3% |
| 7D | -9.5% | -9.1% | -0.3% | -10.0% |
| 30D | -35.1% | -37.6% | +2.5% | -37.4% |
| 3M | -93.4% | -11.1% | -82.3% | -93.6% |
| 6M | -98.0% | -59.2% | -38.8% | -97.5% |
| YTD | -97.9% | -60.5% | -37.4% | -97.4% |
| 1Y | -100.0% | -78.5% | -21.5% | -100.0% |
| All | -100.0% | -78.4% | -21.6% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling