-96.2%
LCID vs UEC
+473.6%
-569.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.9% | +10.6% | +6.2% |
| 7D | +24.8% | -5.2% | +30.0% | +26.4% |
| 30D | -0.5% | -22.0% | +21.5% | +5.4% |
| 3M | -43.0% | -37.0% | -6.0% | -36.6% |
| 6M | -40.5% | -52.7% | +12.2% | -30.7% |
| YTD | -64.3% | -38.6% | -25.7% | -61.6% |
| 1Y | -78.1% | -44.6% | -33.5% | -75.9% |
| 3Y | -90.1% | +27.1% | -117.2% | -92.0% |
| 5Y | -99.1% | +37.9% | -137.0% | -99.4% |
| All | -96.2% | +473.6% | -569.8% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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