+138.0%
VUG vs LCID
-96.5%
+234.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +2.0% |
| 7D | +0.5% | +20.0% | -19.5% | -1.1% |
| 30D | -8.2% | -5.0% | -3.2% | -8.1% |
| 3M | -5.4% | -48.9% | +43.4% | -0.6% |
| 6M | -2.5% | -43.2% | +40.7% | +0.2% |
| YTD | +4.2% | -65.9% | +70.1% | +11.0% |
| 1Y | +5.0% | -79.2% | +84.2% | +16.4% |
| 3Y | +81.7% | -90.4% | +172.1% | +105.0% |
| 5Y | +62.5% | -99.2% | +161.7% | +111.6% |
| All | +138.0% | -96.5% | +234.5% | +214.8% |
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