-99.3%
LCID vs URA
+25.6%
-125.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -8.4% |
| 7D | -10.2% | -1.5% | -8.6% | -9.2% |
| 30D | -10.2% | -10.4% | +0.2% | -4.6% |
| 3M | -54.1% | -29.6% | -24.5% | -44.8% |
| 6M | -53.8% | -40.3% | -13.5% | -40.1% |
| YTD | -72.0% | -25.5% | -46.6% | -68.6% |
| 1Y | -80.5% | -26.4% | -54.1% | -77.9% |
| 3Y | -92.6% | +31.4% | -124.0% | -94.5% |
| All | -99.3% | +25.6% | -125.0% | -99.6% |
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