+69.6%
UNP vs LCID
-96.5%
+166.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.1% | +2.0% |
| 7D | -3.3% | +20.0% | -23.3% | -3.9% |
| 30D | +6.7% | -5.0% | +11.7% | +6.7% |
| 3M | +1.8% | -48.9% | +50.7% | +3.9% |
| 6M | +13.3% | -43.2% | +56.6% | +14.5% |
| YTD | +30.3% | -65.9% | +96.3% | +33.9% |
| 1Y | +36.9% | -79.2% | +116.1% | +43.1% |
| 3Y | +50.9% | -90.4% | +141.3% | +59.1% |
| 5Y | +37.9% | -99.2% | +137.1% | +51.3% |
| All | +69.6% | -96.5% | +166.1% | +81.7% |
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