+715.1%
VST vs LCID
-96.3%
+811.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.8% | -2.4% |
| 7D | -6.0% | +24.8% | -30.9% | -7.5% |
| 30D | -18.8% | -0.5% | -18.2% | -19.0% |
| 3M | -8.0% | -43.0% | +34.9% | -4.9% |
| 6M | -10.9% | -40.5% | +29.6% | -9.3% |
| YTD | -18.3% | -64.3% | +46.0% | -14.2% |
| 1Y | -29.9% | -78.1% | +48.1% | -24.0% |
| 3Y | +290.3% | -90.1% | +380.4% | +332.5% |
| 5Y | +635.3% | -99.1% | +734.4% | +768.6% |
| All | +715.1% | -96.3% | +811.4% | +804.0% |
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