+87.9%
VUG vs LCID
-92.3%
+180.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | -1.4% | -34.2% | +32.8% | +1.2% |
| 3M | +2.3% | -9.1% | +11.5% | +1.8% |
| 6M | +15.7% | -52.6% | +68.3% | +19.9% |
| YTD | +8.6% | -56.2% | +64.8% | +12.8% |
| 1Y | +14.1% | -74.9% | +88.9% | +22.5% |
| 3Y | +87.9% | -92.1% | +180.0% | +112.1% |
| All | +87.9% | -92.3% | +180.2% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling