-95.7%
LCID vs UDR
+29.3%
-125.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.8% | -6.8% |
| 7D | -9.3% | -3.3% | -6.1% | -7.7% |
| 30D | -35.4% | -5.6% | -29.8% | -33.5% |
| 3M | -17.1% | -9.4% | -7.7% | -13.2% |
| 6M | -58.9% | -3.0% | -56.0% | -58.9% |
| YTD | -59.6% | -0.4% | -59.2% | -60.2% |
| 1Y | -78.0% | -5.1% | -72.8% | -77.8% |
| 3Y | -92.7% | +4.2% | -96.9% | -93.0% |
| 5Y | -97.8% | -19.5% | -78.3% | -97.8% |
| All | -95.7% | +29.3% | -125.0% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling