+150.1%
VTV vs LCID
-97.1%
+247.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +0.6% |
| 7D | +2.9% | -10.2% | +13.1% | +3.3% |
| 30D | +3.8% | -10.2% | +14.0% | +4.0% |
| 3M | +1.6% | -54.1% | +55.7% | +4.4% |
| 6M | +11.2% | -53.8% | +65.0% | +13.5% |
| YTD | +22.0% | -72.0% | +94.0% | +26.7% |
| 1Y | +24.9% | -80.5% | +105.4% | +31.5% |
| 3Y | +78.5% | -92.6% | +171.0% | +91.1% |
| 5Y | +77.8% | -99.3% | +177.1% | +99.2% |
| All | +150.1% | -97.1% | +247.2% | +182.2% |
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