-79.4%
LCID vs UDR
+14.9%
-94.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +3.6% | +8.0% | +11.0% |
| 7D | -1.2% | +7.2% | -8.4% | -1.9% |
| 30D | -19.2% | +10.5% | -29.6% | -19.8% |
| 3M | -56.7% | -2.3% | -54.4% | -57.4% |
| 6M | -49.6% | +4.0% | -53.6% | -51.1% |
| YTD | -68.1% | +5.6% | -73.7% | -68.8% |
| 1Y | -79.4% | +13.0% | -92.4% | -80.7% |
| All | -79.4% | +14.9% | -94.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling