+227.8%
VST vs LCID
-93.7%
+321.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -11.6% | +5.4% | -5.1% |
| 7D | -19.9% | -6.9% | -13.0% | -19.5% |
| 30D | -29.7% | -28.4% | -1.3% | -27.6% |
| 3M | -19.6% | -55.5% | +36.0% | -13.4% |
| 6M | -29.4% | -52.3% | +22.9% | -26.0% |
| YTD | -29.7% | -71.8% | +42.1% | -22.3% |
| 1Y | -40.0% | -82.7% | +42.7% | -30.1% |
| All | +227.8% | -93.7% | +321.5% | +297.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling