+41.7%
VMC vs LCID
-90.9%
+132.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.9% | +2.0% |
| 7D | +0.3% | +20.0% | -19.7% | -0.9% |
| 30D | +18.6% | -5.0% | +23.6% | +18.6% |
| 3M | +2.0% | -48.9% | +50.9% | +5.6% |
| 6M | +2.6% | -43.2% | +45.8% | +4.6% |
| YTD | +2.3% | -65.9% | +68.2% | +7.2% |
| 1Y | +1.7% | -79.2% | +80.9% | +9.4% |
| 3Y | +41.7% | -90.4% | +132.1% | +54.0% |
| All | +41.7% | -90.9% | +132.6% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling