+126.0%
VSH vs LCID
-95.4%
+221.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.2% |
| 7D | +4.1% | -6.6% | +10.6% | +4.9% |
| 30D | -4.2% | -30.1% | +26.0% | +0.1% |
| 3M | -50.0% | -17.6% | -32.4% | -49.6% |
| 6M | +80.2% | -54.4% | +134.6% | +93.9% |
| YTD | +121.1% | -55.7% | +176.8% | +137.5% |
| 1Y | +112.0% | -71.0% | +183.0% | +138.9% |
| 3Y | +22.5% | -92.6% | +115.2% | +51.7% |
| 5Y | +64.0% | -97.6% | +161.7% | +114.8% |
| All | +126.0% | -95.4% | +221.4% | +190.1% |
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