+222.6%
UAL vs LCID
-90.9%
+313.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.6% | +5.4% |
| 7D | +10.2% | +20.0% | -9.8% | +7.4% |
| 30D | +12.0% | -5.0% | +17.0% | +12.3% |
| 3M | -7.1% | -48.9% | +41.8% | +0.8% |
| 6M | +20.9% | -43.2% | +64.1% | +26.9% |
| YTD | +7.7% | -65.9% | +73.6% | +19.6% |
| 1Y | +23.6% | -79.2% | +102.7% | +44.3% |
| 3Y | +222.6% | -90.4% | +313.0% | +297.6% |
| All | +222.6% | -90.9% | +313.5% | +297.6% |
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