+65.3%
UNP vs LCID
-95.4%
+160.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | -5.3% | -6.6% | +1.2% | -5.1% |
| 30D | -1.5% | -30.1% | +28.6% | -0.4% |
| 3M | +10.3% | -17.6% | +27.9% | +10.3% |
| 6M | +9.7% | -54.4% | +64.1% | +12.0% |
| YTD | +27.1% | -55.7% | +82.8% | +29.7% |
| 1Y | +32.6% | -71.0% | +103.6% | +37.2% |
| 3Y | +40.0% | -92.6% | +132.6% | +49.0% |
| 5Y | +50.8% | -97.6% | +148.4% | +62.7% |
| All | +65.3% | -95.4% | +160.8% | +75.9% |
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