+46.5%
VTRS vs LCID
-97.9%
+144.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -3.3% | -9.1% | +5.8% | -2.6% |
| 30D | +1.4% | -37.6% | +39.0% | +5.1% |
| 3M | +4.6% | -11.1% | +15.7% | +4.2% |
| 6M | +18.1% | -59.2% | +77.2% | +24.7% |
| YTD | +34.7% | -60.5% | +95.1% | +42.0% |
| 1Y | +65.6% | -78.5% | +144.1% | +83.1% |
| 3Y | +83.8% | -92.8% | +176.6% | +112.8% |
| 5Y | +46.5% | -97.9% | +144.4% | +79.4% |
| All | +46.5% | -97.9% | +144.4% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling