-86.4%
LCID vs UMAC
+494.0%
-580.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.0% |
| 7D | -6.6% | -0.9% | -5.7% | -6.5% |
| 30D | -30.1% | -7.7% | -22.5% | -30.1% |
| 3M | -17.6% | -26.4% | +8.8% | -16.7% |
| 6M | -54.4% | +61.9% | -116.3% | -57.8% |
| YTD | -55.7% | +86.5% | -142.2% | -59.8% |
| 1Y | -71.0% | +156.3% | -227.4% | -74.5% |
| All | -86.4% | +494.0% | -580.4% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling