-98.9%
VIVK vs LCID
-51.6%
-47.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -11.3% | +1.7% | -3.4% |
| 7D | -38.6% | +9.2% | -47.9% | -44.3% |
| 30D | -87.7% | -3.0% | -84.7% | -87.7% |
| 3M | -98.9% | -50.2% | -48.6% | -98.5% |
| All | -98.9% | -51.6% | -47.2% | -98.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling