-96.3%
LCID vs URA
+246.8%
-343.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -3.4% |
| 7D | +8.9% | +2.9% | +6.0% | +7.8% |
| 30D | +6.8% | -10.8% | +17.7% | +12.9% |
| 3M | -45.2% | -25.5% | -19.7% | -36.9% |
| 6M | -39.1% | -41.2% | +2.1% | -22.4% |
| YTD | -65.3% | -21.3% | -44.0% | -62.3% |
| 1Y | -78.4% | -25.7% | -52.7% | -75.8% |
| 3Y | -90.3% | +43.1% | -133.4% | -92.7% |
| 5Y | -99.2% | +35.6% | -134.8% | -99.4% |
| All | -96.3% | +246.8% | -343.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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