+39.1%
UNH vs LCID
-95.9%
+135.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.2% |
| 7D | -3.2% | -9.1% | +6.0% | -3.0% |
| 30D | -3.5% | -37.6% | +34.2% | -2.9% |
| 3M | -4.2% | -11.1% | +6.9% | -4.2% |
| 6M | +38.3% | -59.2% | +97.5% | +39.5% |
| YTD | +19.2% | -60.5% | +79.7% | +20.2% |
| 1Y | +15.0% | -78.5% | +93.5% | +16.6% |
| 3Y | -14.5% | -92.8% | +78.3% | -13.0% |
| 5Y | +4.6% | -97.9% | +102.5% | +7.8% |
| All | +39.1% | -95.9% | +135.0% | +51.8% |
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