+1,009.0%
VRT vs LCID
-96.3%
+1,105.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -3.8% |
| 7D | -17.7% | +24.8% | -42.5% | -20.4% |
| 30D | -20.0% | -0.5% | -19.5% | -20.4% |
| 3M | -28.1% | -43.0% | +14.9% | -22.6% |
| 6M | -42.8% | -40.5% | -2.3% | -40.6% |
| YTD | +20.0% | -64.3% | +84.3% | +33.1% |
| 1Y | +3.5% | -78.1% | +81.6% | +23.3% |
| 3Y | +366.1% | -90.1% | +456.2% | +477.7% |
| 5Y | +632.2% | -99.1% | +731.2% | +1,064.4% |
| All | +1,009.0% | -96.3% | +1,105.4% | +1,633.5% |
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