+735.8%
VST vs LCID
-96.8%
+832.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.3% | +12.1% | +1.6% |
| 7D | +19.2% | +9.2% | +9.9% | +18.4% |
| 30D | -17.2% | -3.0% | -14.2% | -17.3% |
| 3M | -8.1% | -50.2% | +42.1% | -4.2% |
| 6M | -8.1% | -45.8% | +37.7% | -5.9% |
| YTD | -16.3% | -69.2% | +52.9% | -11.2% |
| 1Y | -24.1% | -80.4% | +56.3% | -17.2% |
| 3Y | +300.2% | -91.4% | +391.6% | +347.6% |
| 5Y | +645.9% | -99.3% | +745.2% | +789.6% |
| All | +735.8% | -96.8% | +832.6% | +835.7% |
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