+36.0%
UL vs LCID
-93.0%
+129.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.4% | -12.9% | -2.6% |
| 7D | +1.1% | +8.9% | -7.8% | +1.0% |
| 30D | +8.2% | -15.4% | +23.7% | +8.3% |
| 3M | +4.5% | -52.9% | +57.4% | +5.3% |
| 6M | +12.6% | -46.8% | +59.4% | +13.2% |
| YTD | +3.5% | -68.9% | +72.4% | +4.1% |
| 1Y | -0.4% | -81.7% | +81.3% | +0.1% |
| 3Y | +36.0% | -92.4% | +128.4% | +36.8% |
| All | +36.0% | -93.0% | +129.0% | +36.8% |
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