-25.1%
UPS vs LCID
-92.2%
+67.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -2.9% | -6.6% | +3.7% | -2.5% |
| 30D | -3.5% | -30.1% | +26.6% | -1.5% |
| 3M | -5.7% | -17.6% | +11.9% | -5.9% |
| 6M | -4.4% | -54.4% | +50.1% | -0.5% |
| YTD | +8.0% | -55.7% | +63.7% | +12.2% |
| 1Y | +29.0% | -71.0% | +100.1% | +38.0% |
| All | -25.1% | -92.2% | +67.1% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling