+109.8%
VMC vs LCID
-95.4%
+205.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -4.3% | -6.6% | +2.3% | -4.0% |
| 30D | -8.2% | -30.1% | +21.9% | -6.5% |
| 3M | -7.0% | -17.6% | +10.6% | -6.9% |
| 6M | -10.8% | -54.4% | +43.7% | -7.8% |
| YTD | -7.4% | -55.7% | +48.3% | -4.4% |
| 1Y | -9.5% | -71.0% | +61.6% | -4.6% |
| 3Y | +20.5% | -92.6% | +113.1% | +32.7% |
| 5Y | +51.6% | -97.6% | +149.2% | +75.1% |
| All | +109.8% | -95.4% | +205.2% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling