+564.1%
URI vs LCID
-97.1%
+661.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.2% | +7.9% | -0.4% |
| 7D | +6.7% | -10.2% | +16.9% | +7.6% |
| 30D | +8.9% | -10.2% | +19.0% | +9.5% |
| 3M | +0.5% | -54.1% | +54.6% | +7.1% |
| 6M | +20.7% | -53.8% | +74.4% | +26.3% |
| YTD | +40.0% | -72.0% | +112.1% | +52.8% |
| 1Y | +34.4% | -80.5% | +114.9% | +51.9% |
| 3Y | +149.5% | -92.6% | +242.0% | +195.4% |
| 5Y | +205.6% | -99.3% | +304.9% | +309.5% |
| All | +564.1% | -97.1% | +661.3% | +795.7% |
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