+134.2%
UMC vs LCID
-92.2%
+226.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.2% | +6.9% | -1.5% |
| 7D | +11.2% | -10.2% | +21.4% | +12.2% |
| 30D | -28.0% | -10.2% | -17.9% | -27.4% |
| 3M | -20.5% | -54.1% | +33.6% | -16.0% |
| 6M | -1.6% | -53.8% | +52.2% | +2.7% |
| YTD | +99.4% | -72.0% | +171.4% | +114.1% |
| 1Y | +120.4% | -80.5% | +200.9% | +144.0% |
| 3Y | +134.2% | -92.6% | +226.8% | +177.8% |
| All | +134.2% | -92.2% | +226.4% | +177.8% |
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 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