+19.7%
UL vs LCID
-96.3%
+116.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.3% |
| 7D | +2.6% | +24.8% | -22.3% | +2.2% |
| 30D | +6.8% | -0.5% | +7.3% | +6.7% |
| 3M | +5.7% | -43.0% | +48.7% | +6.5% |
| 6M | +15.9% | -40.5% | +56.4% | +16.4% |
| YTD | +4.3% | -64.3% | +68.6% | +5.3% |
| 1Y | -0.4% | -78.1% | +77.6% | +1.1% |
| 3Y | +35.0% | -90.1% | +125.0% | +37.4% |
| 5Y | +31.6% | -99.1% | +130.7% | +37.4% |
| All | +19.7% | -96.3% | +116.0% | +31.4% |
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