-97.6%
LCID vs UDR
-18.0%
-79.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.5% |
| 7D | +1.8% | -2.1% | +3.8% | +3.3% |
| 30D | -34.2% | -5.6% | -28.6% | -31.5% |
| 3M | -9.1% | -5.8% | -3.3% | -6.0% |
| 6M | -52.6% | -1.1% | -51.5% | -53.4% |
| YTD | -56.2% | +1.6% | -57.8% | -58.0% |
| 1Y | -74.9% | -2.7% | -72.2% | -75.1% |
| 3Y | -92.1% | +6.3% | -98.4% | -92.8% |
| 5Y | -97.6% | -19.3% | -78.2% | -97.3% |
| All | -97.6% | -18.0% | -79.6% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling