+154.3%
VTR vs LCID
-97.1%
+251.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | -0.5% |
| 7D | +0.2% | -10.2% | +10.4% | +0.5% |
| 30D | +5.5% | -10.2% | +15.7% | +5.7% |
| 3M | -0.9% | -54.1% | +53.2% | +1.5% |
| 6M | -0.4% | -53.8% | +53.3% | +1.2% |
| YTD | +17.0% | -72.0% | +89.1% | +21.0% |
| 1Y | +18.0% | -80.5% | +98.5% | +23.7% |
| 3Y | +127.4% | -92.6% | +219.9% | +142.7% |
| 5Y | +92.3% | -99.3% | +191.6% | +114.4% |
| All | +154.3% | -97.1% | +251.4% | +206.5% |
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