+110.7%
VT vs LCID
-97.1%
+207.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.6% | +7.5% | -3.4% |
| 7D | -4.2% | -6.9% | +2.7% | -3.8% |
| 30D | -5.8% | -28.4% | +22.6% | -4.1% |
| 3M | -5.2% | -55.5% | +50.3% | -0.8% |
| 6M | +0.1% | -52.3% | +52.4% | +3.3% |
| YTD | +8.2% | -71.8% | +80.0% | +14.8% |
| 1Y | +10.1% | -82.7% | +92.8% | +20.1% |
| 3Y | +69.7% | -93.5% | +163.2% | +89.9% |
| 5Y | +53.4% | -99.3% | +152.7% | +85.1% |
| All | +110.7% | -97.1% | +207.8% | +159.5% |
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