+65.8%
VWO vs LCID
-95.5%
+161.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.3% |
| 7D | +0.9% | +1.8% | -0.9% | +0.8% |
| 30D | +1.3% | -34.2% | +35.5% | +3.6% |
| 3M | +5.1% | -9.1% | +14.2% | +4.6% |
| 6M | +12.5% | -52.6% | +65.2% | +16.0% |
| YTD | +14.0% | -56.2% | +70.2% | +17.8% |
| 1Y | +19.7% | -74.9% | +94.6% | +27.3% |
| 3Y | +66.8% | -92.1% | +158.9% | +83.3% |
| 5Y | +36.2% | -97.6% | +133.7% | +56.7% |
| All | +65.8% | -95.5% | +161.3% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling