+807.8%
VLO vs LCID
-96.5%
+904.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.4% | +2.7% |
| 7D | -6.5% | +20.0% | -26.5% | -7.0% |
| 30D | -17.8% | -5.0% | -12.7% | -17.7% |
| 3M | +19.6% | -48.9% | +68.5% | +21.8% |
| 6M | +49.3% | -43.2% | +92.5% | +50.8% |
| YTD | +122.4% | -65.9% | +188.3% | +128.2% |
| 1Y | +107.4% | -79.2% | +186.6% | +116.4% |
| 3Y | +223.1% | -90.4% | +313.5% | +240.3% |
| 5Y | +432.2% | -99.2% | +531.4% | +483.3% |
| All | +807.8% | -96.5% | +904.3% | +995.3% |
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