+139.6%
VUG vs LCID
-96.8%
+236.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.3% | +11.1% | +0.7% |
| 7D | +4.4% | +9.2% | -4.8% | +3.5% |
| 30D | -7.3% | -3.0% | -4.4% | -7.4% |
| 3M | -4.2% | -50.2% | +46.0% | +0.8% |
| 6M | -1.6% | -45.8% | +44.3% | +1.5% |
| YTD | +4.9% | -69.2% | +74.1% | +12.6% |
| 1Y | +3.8% | -80.4% | +84.2% | +15.5% |
| 3Y | +79.4% | -91.4% | +170.9% | +104.2% |
| 5Y | +63.9% | -99.3% | +163.2% | +114.9% |
| All | +139.6% | -96.8% | +236.4% | +219.3% |
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