-91.4%
LCID vs UMAC
+182.0%
-273.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.6% | -4.6% | -8.8% |
| 7D | -10.2% | -5.2% | -5.0% | -9.7% |
| 30D | -10.2% | -36.4% | +26.2% | -6.8% |
| 3M | -54.1% | -58.6% | +4.5% | -50.9% |
| 6M | -53.8% | -24.6% | -29.1% | -53.9% |
| YTD | -72.0% | -11.5% | -60.6% | -73.0% |
| 1Y | -80.5% | +16.9% | -97.4% | -81.6% |
| All | -91.4% | +182.0% | -273.4% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling