-78.0%
LCID vs UDR
-4.3%
-73.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.8% | -7.8% |
| 7D | -9.3% | -3.3% | -6.1% | -9.5% |
| 30D | -35.4% | -5.6% | -29.8% | -35.7% |
| 3M | -17.1% | -9.4% | -7.7% | -17.9% |
| 6M | -58.9% | -3.0% | -56.0% | -59.1% |
| YTD | -59.6% | -0.4% | -59.2% | -59.9% |
| 1Y | -78.0% | -5.1% | -72.8% | -77.3% |
| All | -78.0% | -4.3% | -73.7% | -77.3% |
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