-19.5%
UPS vs LCID
-95.8%
+76.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.5% | -0.8% |
| 7D | -3.7% | -9.3% | +5.7% | -3.1% |
| 30D | -3.7% | -35.4% | +31.7% | -1.4% |
| 3M | -6.6% | -17.1% | +10.5% | -6.7% |
| 6M | +2.6% | -58.9% | +61.5% | +6.8% |
| YTD | +4.8% | -59.6% | +64.4% | +8.8% |
| 1Y | +25.3% | -78.0% | +103.3% | +34.9% |
| 3Y | -26.9% | -92.7% | +65.8% | -18.5% |
| 5Y | -33.5% | -97.8% | +64.3% | -22.8% |
| All | -19.5% | -95.8% | +76.3% | -13.5% |
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