-34.9%
AUR vs LCID
-97.6%
+62.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +3.1% |
| 7D | +19.2% | +1.8% | +17.5% | +18.4% |
| 30D | -7.8% | -34.2% | +26.4% | +8.1% |
| 3M | +4.0% | -9.1% | +13.1% | +0.5% |
| 6M | +45.0% | -52.6% | +97.6% | +79.6% |
| YTD | +69.5% | -56.2% | +125.7% | +114.4% |
| 1Y | +13.0% | -74.9% | +87.9% | +76.1% |
| 3Y | +90.4% | -92.1% | +182.4% | +305.3% |
| 5Y | -34.2% | -97.6% | +63.4% | +170.5% |
| All | -34.9% | -97.6% | +62.7% | +165.0% |
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