+129.9%
VMC vs LCID
-96.3%
+226.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.5% | -1.0% |
| 7D | +1.1% | +24.8% | -23.7% | -0.2% |
| 30D | +17.7% | -0.5% | +18.2% | +17.4% |
| 3M | +1.1% | -43.0% | +44.0% | +3.9% |
| 6M | +1.8% | -40.5% | +42.4% | +3.5% |
| YTD | +1.5% | -64.3% | +65.8% | +5.8% |
| 1Y | -1.1% | -78.1% | +76.9% | +5.7% |
| 3Y | +38.8% | -90.1% | +128.8% | +50.3% |
| 5Y | +49.6% | -99.1% | +148.6% | +72.9% |
| All | +129.9% | -96.3% | +226.3% | +175.8% |
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