+206.7%
UAL vs LCID
-93.0%
+299.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.4% | +0.6% |
| 7D | +8.2% | +8.9% | -0.8% | +6.8% |
| 30D | +2.3% | -15.4% | +17.8% | +4.3% |
| 3M | -12.7% | -52.9% | +40.2% | -4.3% |
| 6M | +12.7% | -46.8% | +59.5% | +19.4% |
| YTD | +0.8% | -68.9% | +69.7% | +13.3% |
| 1Y | +17.8% | -81.7% | +99.5% | +39.5% |
| 3Y | +206.7% | -92.4% | +299.1% | +292.6% |
| All | +206.7% | -93.0% | +299.7% | +292.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling