+20.1%
UL vs LCID
-97.1%
+117.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.3% | +1.2% |
| 7D | +1.1% | -10.2% | +11.3% | +1.2% |
| 30D | +4.5% | -10.2% | +14.7% | +4.6% |
| 3M | +6.5% | -54.1% | +60.6% | +7.6% |
| 6M | +18.2% | -53.8% | +71.9% | +19.2% |
| YTD | +4.7% | -72.0% | +76.7% | +6.1% |
| 1Y | +0.8% | -80.5% | +81.3% | +2.6% |
| 3Y | +35.9% | -92.6% | +128.4% | +39.0% |
| 5Y | +33.4% | -99.3% | +132.7% | +39.7% |
| All | +20.1% | -97.1% | +117.3% | +32.3% |
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