-78.5%
LCID vs UMAC
+138.6%
-217.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | -9.1% | -4.0% | -5.1% | -8.7% |
| 30D | -37.6% | -9.4% | -28.2% | -37.4% |
| 3M | -11.1% | +3.0% | -14.0% | -13.5% |
| 6M | -59.2% | +27.2% | -86.4% | -63.6% |
| YTD | -60.5% | +84.7% | -145.1% | -69.0% |
| 1Y | -78.5% | +136.5% | -215.0% | -84.5% |
| All | -78.5% | +138.6% | -217.1% | -84.5% |
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