-97.0%
LCID vs UDR
+34.3%
-131.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.7% |
| 7D | -10.2% | -0.4% | -9.8% | -10.0% |
| 30D | -10.2% | +7.8% | -17.9% | -13.5% |
| 3M | -54.1% | -2.8% | -51.3% | -53.4% |
| 6M | -53.8% | -1.4% | -52.3% | -53.8% |
| YTD | -72.0% | +3.4% | -75.4% | -72.9% |
| 1Y | -80.5% | +9.9% | -90.4% | -81.8% |
| 3Y | -92.6% | +28.5% | -121.1% | -93.5% |
| 5Y | -99.3% | -20.5% | -78.8% | -99.3% |
| All | -97.0% | +34.3% | -131.3% | -96.8% |
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