+77.9%
VUG vs LCID
-92.2%
+170.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.2% | +8.3% | -0.3% |
| 7D | +2.5% | -10.2% | +12.7% | +3.2% |
| 30D | -6.3% | -10.2% | +3.9% | -5.9% |
| 3M | -6.0% | -54.1% | +48.1% | -1.6% |
| 6M | -3.5% | -53.8% | +50.2% | -0.1% |
| YTD | +3.9% | -72.0% | +76.0% | +10.7% |
| 1Y | +5.1% | -80.5% | +85.6% | +14.4% |
| 3Y | +77.9% | -92.6% | +170.4% | +99.2% |
| All | +77.9% | -92.2% | +170.0% | +99.2% |
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 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