+1,560.3%
VRT vs LCID
-95.5%
+1,655.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.7% | +3.8% |
| 7D | +13.6% | +1.8% | +11.9% | +13.3% |
| 30D | +6.8% | -34.2% | +41.0% | +13.1% |
| 3M | -3.2% | -9.1% | +5.9% | -4.8% |
| 6M | +20.3% | -52.6% | +73.0% | +29.8% |
| YTD | +79.6% | -56.2% | +135.8% | +94.6% |
| 1Y | +139.0% | -74.9% | +213.9% | +180.4% |
| 3Y | +644.6% | -92.1% | +736.7% | +861.2% |
| 5Y | +1,024.4% | -97.6% | +1,121.9% | +1,578.9% |
| All | +1,560.3% | -95.5% | +1,655.8% | +2,433.3% |
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