+4.2%
VTEB vs LCID
-95.9%
+100.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -0.9% | -9.8% | +8.9% | -0.9% |
| 30D | -2.5% | -35.5% | +33.0% | -2.3% |
| 3M | -3.0% | -18.4% | +15.4% | -2.9% |
| 6M | -2.1% | -60.5% | +58.4% | -1.8% |
| YTD | -1.5% | -60.1% | +58.6% | -1.2% |
| 1Y | +0.2% | -78.8% | +79.0% | +0.7% |
| 3Y | +8.6% | -92.8% | +101.3% | +9.3% |
| 5Y | +1.2% | -97.9% | +99.1% | +2.1% |
| All | +4.2% | -95.9% | +100.1% | +5.0% |
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