-87.6%
LCID vs UMAC
+508.0%
-595.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.4% | -1.4% | -7.3% |
| 7D | -9.3% | +3.3% | -12.6% | -9.6% |
| 30D | -35.4% | -10.4% | -25.0% | -35.2% |
| 3M | -17.1% | +1.8% | -18.8% | -18.3% |
| 6M | -58.9% | +40.7% | -99.7% | -61.5% |
| YTD | -59.6% | +90.9% | -150.5% | -63.4% |
| 1Y | -78.0% | +151.8% | -229.7% | -80.6% |
| All | -87.6% | +508.0% | -595.6% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling