+46.9%
UNH vs LCID
-97.1%
+144.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +0.7% |
| 7D | +3.4% | -10.2% | +13.6% | +3.5% |
| 30D | +3.0% | -10.2% | +13.2% | +3.1% |
| 3M | +2.7% | -54.1% | +56.8% | +3.7% |
| 6M | +2.8% | -53.8% | +56.5% | +3.5% |
| YTD | +25.9% | -72.0% | +97.9% | +27.4% |
| 1Y | +25.8% | -80.5% | +106.3% | +27.8% |
| 3Y | -20.0% | -92.6% | +72.5% | -18.5% |
| 5Y | -2.8% | -99.3% | +96.5% | -1.3% |
| All | +46.9% | -97.1% | +144.0% | +60.9% |
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 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