-95.3%
LCID vs UEC
+851.2%
-946.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.8% |
| 7D | +1.8% | +2.6% | -0.8% | +1.1% |
| 30D | -34.2% | +5.6% | -39.8% | -35.3% |
| 3M | -9.1% | -5.7% | -3.4% | -9.4% |
| 6M | -52.6% | -8.0% | -44.6% | -53.3% |
| YTD | -56.2% | +1.8% | -58.0% | -58.1% |
| 1Y | -74.9% | +0.6% | -75.5% | -76.3% |
| 3Y | -92.1% | +155.2% | -247.2% | -94.7% |
| 5Y | -97.6% | +305.8% | -403.4% | -98.7% |
| All | -95.3% | +851.2% | -946.5% | -97.7% |
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