+607.6%
UMC vs LCID
-95.8%
+703.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.8% | +11.8% | +4.8% |
| 7D | +13.6% | -9.3% | +23.0% | +14.7% |
| 30D | +20.8% | -35.4% | +56.2% | +26.0% |
| 3M | +16.1% | -17.1% | +33.2% | +16.1% |
| 6M | +137.3% | -58.9% | +196.2% | +153.8% |
| YTD | +193.8% | -59.6% | +253.4% | +212.5% |
| 1Y | +236.1% | -78.0% | +314.1% | +280.6% |
| 3Y | +267.1% | -92.7% | +359.8% | +343.8% |
| 5Y | +145.3% | -97.8% | +243.1% | +224.9% |
| All | +607.6% | -95.8% | +703.5% | +733.8% |
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 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