-35.7%
AUR vs LCID
-97.8%
+62.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +1.4% | -9.8% | +11.2% | +5.4% |
| 30D | -6.4% | -35.5% | +29.1% | +10.5% |
| 3M | +7.7% | -18.4% | +26.1% | +8.9% |
| 6M | +44.5% | -60.5% | +105.0% | +92.1% |
| YTD | +67.4% | -60.1% | +127.5% | +119.1% |
| 1Y | +15.4% | -78.8% | +94.2% | +92.1% |
| 3Y | +94.8% | -92.8% | +187.6% | +329.2% |
| 5Y | -35.1% | -97.9% | +62.8% | +175.9% |
| All | -35.7% | -97.8% | +62.1% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling