+135.9%
ULTA vs LCID
-95.9%
+231.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -3.1% | -9.8% | +6.8% | -2.4% |
| 30D | +2.8% | -35.5% | +38.3% | +5.8% |
| 3M | +14.8% | -18.4% | +33.1% | +15.1% |
| 6M | -16.2% | -60.5% | +44.3% | -11.9% |
| YTD | -9.6% | -60.1% | +50.5% | -5.4% |
| 1Y | +4.8% | -78.8% | +83.6% | +14.5% |
| 3Y | +30.7% | -92.8% | +123.5% | +48.5% |
| 5Y | +45.9% | -97.9% | +143.8% | +78.2% |
| All | +135.9% | -95.9% | +231.8% | +216.6% |
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 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