+164.1%
URI vs LCID
-90.9%
+255.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.4% | -2.5% | +6.0% |
| 7D | -4.0% | +20.0% | -24.0% | -5.6% |
| 30D | +6.8% | -5.0% | +11.8% | +6.9% |
| 3M | -2.8% | -48.9% | +46.0% | +2.4% |
| 6M | +20.9% | -43.2% | +64.1% | +24.1% |
| YTD | +40.2% | -65.9% | +106.2% | +51.6% |
| 1Y | +34.1% | -79.2% | +113.3% | +53.3% |
| 3Y | +164.1% | -90.4% | +254.6% | +225.7% |
| All | +164.1% | -90.9% | +255.1% | +225.7% |
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 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