+31.7%
VSH vs LCID
-90.9%
+122.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +9.4% | +4.0% | +11.7% |
| 7D | +3.5% | +20.0% | -16.5% | +0.3% |
| 30D | -22.4% | -5.0% | -17.4% | -21.9% |
| 3M | -25.2% | -48.9% | +23.7% | -16.6% |
| 6M | -22.5% | -43.2% | +20.7% | -17.1% |
| YTD | +84.2% | -65.9% | +150.1% | +113.2% |
| 1Y | +87.1% | -79.2% | +166.2% | +136.6% |
| 3Y | +31.7% | -90.4% | +122.1% | +80.4% |
| All | +31.7% | -90.9% | +122.6% | +80.4% |
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 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