+263.0%
UMC vs LCID
-92.8%
+355.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.8% | +11.8% | +4.5% |
| 7D | +13.6% | -9.3% | +23.0% | +14.4% |
| 30D | +20.8% | -35.4% | +56.2% | +24.5% |
| 3M | +16.1% | -17.1% | +33.2% | +16.0% |
| 6M | +137.3% | -58.9% | +196.2% | +149.3% |
| YTD | +193.8% | -59.6% | +253.4% | +207.2% |
| 1Y | +236.1% | -78.0% | +314.1% | +270.1% |
| All | +263.0% | -92.8% | +355.8% | +321.4% |
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