-80.5%
LCID vs UMAC
+8.8%
-89.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.6% | -4.6% | -8.5% |
| 7D | -10.2% | -5.2% | -5.0% | -9.4% |
| 30D | -10.2% | -36.4% | +26.2% | -4.7% |
| 3M | -54.1% | -58.6% | +4.5% | -49.0% |
| 6M | -53.8% | -24.6% | -29.1% | -54.9% |
| YTD | -72.0% | -11.5% | -60.6% | -76.9% |
| 1Y | -80.5% | +16.9% | -97.4% | -85.8% |
| All | -80.5% | +8.8% | -89.3% | -85.8% |
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