+125.2%
VSH vs LCID
-95.8%
+221.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.5% | +1.7% |
| 7D | +3.5% | -9.3% | +12.9% | +4.7% |
| 30D | -4.4% | -35.4% | +31.0% | +0.8% |
| 3M | -45.8% | -17.1% | -28.7% | -45.6% |
| 6M | +90.1% | -58.9% | +149.1% | +107.2% |
| YTD | +120.3% | -59.6% | +179.9% | +139.2% |
| 1Y | +112.2% | -78.0% | +190.2% | +147.2% |
| 3Y | +36.6% | -92.7% | +129.3% | +69.6% |
| 5Y | +67.0% | -97.8% | +164.9% | +121.3% |
| All | +125.2% | -95.8% | +221.1% | +192.2% |
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