+31.4%
VTRS vs LCID
-95.9%
+127.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -2.2% | -9.8% | +7.6% | -1.6% |
| 30D | +3.3% | -35.5% | +38.8% | +6.1% |
| 3M | +2.0% | -18.4% | +20.4% | +2.2% |
| 6M | +19.9% | -60.5% | +80.4% | +25.5% |
| YTD | +35.7% | -60.1% | +95.8% | +41.4% |
| 1Y | +68.1% | -78.8% | +146.9% | +81.8% |
| 3Y | +87.1% | -92.8% | +179.9% | +108.6% |
| 5Y | +47.6% | -97.9% | +145.5% | +71.3% |
| All | +31.4% | -95.9% | +127.3% | +60.0% |
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