+729.2%
VST vs LCID
-96.4%
+825.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.9% |
| 7D | +10.9% | +8.9% | +2.0% | +10.3% |
| 30D | -15.6% | +6.8% | -22.4% | -16.2% |
| 3M | -7.8% | -45.2% | +37.5% | -4.3% |
| 6M | -12.0% | -39.1% | +27.2% | -10.5% |
| YTD | -16.9% | -65.3% | +48.4% | -12.6% |
| 1Y | -25.1% | -78.4% | +53.3% | -18.7% |
| 3Y | +297.1% | -90.3% | +387.4% | +340.8% |
| 5Y | +641.9% | -99.2% | +741.1% | +778.1% |
| All | +729.2% | -96.4% | +825.6% | +821.3% |
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