+580.5%
UMC vs LCID
-95.5%
+676.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.1% | +5.2% |
| 7D | +6.6% | +1.8% | +4.8% | +6.4% |
| 30D | +16.6% | -34.2% | +50.8% | +21.4% |
| 3M | +11.0% | -9.1% | +20.1% | +10.0% |
| 6M | +131.3% | -52.6% | +183.9% | +143.9% |
| YTD | +182.5% | -56.2% | +238.7% | +198.3% |
| 1Y | +222.3% | -74.9% | +297.2% | +260.1% |
| 3Y | +253.0% | -92.1% | +345.1% | +323.6% |
| 5Y | +141.8% | -97.6% | +239.4% | +216.7% |
| All | +580.5% | -95.5% | +676.0% | +695.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling