-79.4%
LCID vs UMAC
+2.9%
-82.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -10.9% | +22.5% | +13.0% |
| 7D | -1.2% | -26.0% | +24.9% | +2.6% |
| 30D | -19.2% | -40.3% | +21.1% | -13.7% |
| 3M | -56.7% | -51.1% | -5.5% | -53.1% |
| 6M | -49.6% | -5.6% | -44.0% | -52.8% |
| YTD | -68.1% | +2.3% | -70.4% | -73.7% |
| 1Y | -79.4% | +7.9% | -87.3% | -83.6% |
| All | -79.4% | +2.9% | -82.3% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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