+24.6%
VMC vs LCID
-92.2%
+116.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -4.3% | -6.6% | +2.3% | -3.9% |
| 30D | -8.2% | -30.1% | +21.9% | -6.4% |
| 3M | -7.0% | -17.6% | +10.6% | -6.9% |
| 6M | -10.8% | -54.4% | +43.7% | -7.3% |
| YTD | -7.4% | -55.7% | +48.3% | -3.9% |
| 1Y | -9.5% | -71.0% | +61.6% | -3.8% |
| All | +24.6% | -92.2% | +116.8% | +45.1% |
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