+675.4%
VST vs LCID
-96.8%
+772.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +10.4% | +0.1% | +9.8% |
| 7D | -9.8% | +8.9% | -18.7% | -10.4% |
| 30D | -25.1% | -15.4% | -9.7% | -24.5% |
| 3M | -11.6% | -52.9% | +41.3% | -7.4% |
| 6M | -20.9% | -46.8% | +25.9% | -18.8% |
| YTD | -22.3% | -68.9% | +46.6% | -17.6% |
| 1Y | -32.0% | -81.7% | +49.7% | -25.4% |
| 3Y | +262.4% | -92.4% | +354.8% | +307.7% |
| 5Y | +563.4% | -99.2% | +662.6% | +691.0% |
| All | +675.4% | -96.8% | +772.2% | +768.1% |
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 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