-95.3%
LCID vs UDR
+32.9%
-128.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -6.6% | -2.0% | -4.6% | -5.6% |
| 30D | -30.1% | -5.2% | -25.0% | -28.3% |
| 3M | -17.6% | -5.8% | -11.8% | -15.6% |
| 6M | -54.4% | -1.7% | -52.7% | -54.7% |
| YTD | -55.7% | +2.4% | -58.1% | -57.0% |
| 1Y | -71.0% | -2.1% | -68.9% | -71.2% |
| 3Y | -92.6% | +4.2% | -96.9% | -92.9% |
| 5Y | -97.6% | -20.0% | -77.6% | -97.6% |
| All | -95.3% | +32.9% | -128.2% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling