-100.0%
VIVK vs LCID
-95.4%
-4.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.7% | -14.1% | -12.4% |
| 7D | -1.4% | -6.6% | +5.2% | -1.2% |
| 30D | -43.6% | -30.1% | -13.5% | -43.2% |
| 3M | -95.1% | -17.6% | -77.5% | -95.1% |
| 6M | -98.2% | -54.4% | -43.8% | -98.1% |
| YTD | -97.9% | -55.7% | -42.2% | -97.9% |
| 1Y | -100.0% | -71.0% | -28.9% | -100.0% |
| 3Y | -100.0% | -92.6% | -7.3% | -100.0% |
| 5Y | -100.0% | -97.6% | -2.4% | -100.0% |
| All | -100.0% | -95.4% | -4.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling