+23.9%
UL vs LCID
-92.3%
+116.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -1.0% |
| 7D | -1.3% | +1.8% | -3.1% | -1.3% |
| 30D | +0.9% | -34.2% | +35.2% | +1.4% |
| 3M | +14.2% | -9.1% | +23.4% | +14.5% |
| 6M | -3.2% | -52.6% | +49.4% | -2.8% |
| YTD | -0.3% | -56.2% | +55.9% | 0.0% |
| 1Y | -8.8% | -74.9% | +66.1% | -8.4% |
| 3Y | +23.9% | -92.1% | +115.9% | +24.7% |
| All | +23.9% | -92.3% | +116.1% | +24.7% |
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