-9.9%
UPS vs LCID
-96.3%
+86.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.2% |
| 7D | +1.7% | +24.8% | -23.1% | +0.3% |
| 30D | +17.4% | -0.5% | +18.0% | +17.2% |
| 3M | +7.7% | -43.0% | +50.7% | +10.8% |
| 6M | +13.8% | -40.5% | +54.4% | +15.6% |
| YTD | +17.3% | -64.3% | +81.6% | +22.3% |
| 1Y | +27.2% | -78.1% | +105.2% | +36.6% |
| 3Y | -5.6% | -90.1% | +84.4% | +3.1% |
| 5Y | -33.5% | -99.1% | +65.5% | -21.7% |
| All | -9.9% | -96.3% | +86.4% | -2.8% |
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