+29.5%
ULTA vs LCID
-92.8%
+122.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.4% | -0.9% |
| 7D | -1.8% | -9.3% | +7.6% | -1.2% |
| 30D | -1.2% | -35.4% | +34.2% | +1.4% |
| 3M | +13.4% | -17.1% | +30.5% | +13.5% |
| 6M | -15.6% | -58.9% | +43.3% | -11.5% |
| YTD | -10.4% | -59.6% | +49.2% | -6.3% |
| 1Y | +5.5% | -78.0% | +83.4% | +14.9% |
| All | +29.5% | -92.8% | +122.3% | +54.9% |
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