+220.2%
UAL vs LCID
-96.4%
+316.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.8% | -1.5% |
| 7D | +2.3% | +8.9% | -6.6% | +1.1% |
| 30D | +13.3% | +6.8% | +6.5% | +12.1% |
| 3M | -6.3% | -45.2% | +38.9% | +0.1% |
| 6M | +22.5% | -39.1% | +61.6% | +27.1% |
| YTD | +5.9% | -65.3% | +71.1% | +16.3% |
| 1Y | +24.7% | -78.4% | +103.1% | +43.9% |
| 3Y | +211.6% | -90.3% | +301.9% | +270.4% |
| 5Y | +130.6% | -99.2% | +229.7% | +221.8% |
| All | +220.2% | -96.4% | +316.6% | +394.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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