-100.0%
VIVK vs LCID
-50.7%
-49.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.2% | +1.7% | -8.2% |
| 7D | -57.7% | -10.2% | -47.5% | -57.9% |
| 30D | -87.3% | -10.2% | -77.1% | -87.4% |
| 3M | -98.9% | -54.1% | -44.8% | -99.1% |
| 6M | -100.0% | -53.8% | -46.2% | -100.0% |
| All | -100.0% | -50.7% | -49.3% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling