-97.6%
LCID vs URA
+128.0%
-225.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.4% |
| 7D | -6.6% | +1.1% | -7.7% | -7.0% |
| 30D | -30.1% | +7.4% | -37.5% | -32.5% |
| 3M | -17.6% | -8.4% | -9.2% | -14.6% |
| 6M | -54.4% | -12.7% | -41.7% | -52.5% |
| YTD | -55.7% | +7.8% | -63.5% | -58.7% |
| 1Y | -71.0% | +19.5% | -90.5% | -74.6% |
| 3Y | -92.6% | +116.4% | -209.1% | -95.6% |
| All | -97.6% | +128.0% | -225.6% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling