+195.7%
UAL vs LCID
-97.1%
+292.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.2% | +7.5% | -0.6% |
| 7D | -3.0% | -10.2% | +7.1% | -1.8% |
| 30D | +10.5% | -10.2% | +20.6% | +11.6% |
| 3M | -13.5% | -54.1% | +40.6% | -5.5% |
| 6M | +14.2% | -53.8% | +68.0% | +22.5% |
| YTD | -2.2% | -72.0% | +69.8% | +10.3% |
| 1Y | +12.5% | -80.5% | +93.0% | +31.8% |
| 3Y | +186.8% | -92.6% | +279.4% | +251.9% |
| 5Y | +119.4% | -99.3% | +218.7% | +214.2% |
| All | +195.7% | -97.1% | +292.8% | +368.5% |
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