+826.1%
VST vs LCID
-95.4%
+921.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.4% |
| 7D | +8.9% | -6.6% | +15.5% | +9.4% |
| 30D | +6.2% | -30.1% | +36.4% | +8.7% |
| 3M | -2.7% | -17.6% | +14.9% | -2.7% |
| 6M | -8.4% | -54.4% | +46.1% | -4.8% |
| YTD | -7.2% | -55.7% | +48.5% | -3.6% |
| 1Y | -20.9% | -71.0% | +50.1% | -15.7% |
| 3Y | +384.0% | -92.6% | +476.6% | +442.2% |
| 5Y | +757.1% | -97.6% | +854.7% | +902.9% |
| All | +826.1% | -95.4% | +921.6% | +915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling