+99.6%
VMC vs LCID
-95.8%
+195.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | -2.8% |
| 7D | -5.3% | -9.3% | +4.0% | -4.8% |
| 30D | -12.3% | -35.4% | +23.1% | -10.2% |
| 3M | -10.3% | -17.1% | +6.8% | -10.2% |
| 6M | -8.6% | -58.9% | +50.4% | -5.0% |
| YTD | -11.9% | -59.6% | +47.7% | -8.5% |
| 1Y | -13.9% | -78.0% | +64.1% | -7.8% |
| 3Y | +18.2% | -92.7% | +110.8% | +30.3% |
| 5Y | +47.7% | -97.8% | +145.6% | +71.5% |
| All | +99.6% | -95.8% | +195.5% | +138.5% |
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 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