+115.0%
UMC vs LCID
-79.4%
+194.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.6% | -13.7% | -2.6% |
| 7D | -14.7% | -1.2% | -13.5% | -14.6% |
| 30D | -32.9% | -19.2% | -13.7% | -32.2% |
| 3M | -22.2% | -56.7% | +34.5% | -19.6% |
| 6M | +25.9% | -49.6% | +75.5% | +27.4% |
| YTD | +107.9% | -68.1% | +176.0% | +108.8% |
| 1Y | +115.0% | -79.4% | +194.4% | +121.7% |
| All | +115.0% | -79.4% | +194.4% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling