+62.5%
VWO vs LCID
-92.9%
+155.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.8% | -9.8% | +8.1% | -1.2% |
| 30D | -0.1% | -35.5% | +35.4% | +2.5% |
| 3M | +2.2% | -18.4% | +20.6% | +2.3% |
| 6M | +8.8% | -60.5% | +69.2% | +13.7% |
| YTD | +12.4% | -60.1% | +72.5% | +17.0% |
| 1Y | +15.6% | -78.8% | +94.4% | +24.7% |
| 3Y | +62.5% | -92.8% | +155.3% | +83.8% |
| All | +62.5% | -92.9% | +155.4% | +83.8% |
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 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