+77.7%
VUG vs LCID
-93.0%
+170.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | +0.2% |
| 7D | -3.4% | +8.9% | -12.3% | -4.0% |
| 30D | -11.1% | -15.4% | +4.3% | -10.3% |
| 3M | -7.2% | -52.9% | +45.6% | -3.0% |
| 6M | -4.1% | -46.8% | +42.7% | -1.6% |
| YTD | +1.4% | -68.9% | +70.3% | +7.3% |
| 1Y | +1.9% | -81.7% | +83.6% | +11.3% |
| 3Y | +77.7% | -92.4% | +170.1% | +98.1% |
| All | +77.7% | -93.0% | +170.8% | +98.1% |
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