-19.9%
USAR vs LCID
-95.2%
+75.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.3% | +8.9% | -0.1% |
| 7D | +8.8% | +9.2% | -0.5% | +6.7% |
| 30D | -28.5% | -3.0% | -25.5% | -28.5% |
| 3M | -56.2% | -50.2% | -5.9% | -50.4% |
| 6M | -68.4% | -45.8% | -22.6% | -65.8% |
| YTD | -32.2% | -69.2% | +37.0% | -18.7% |
| 1Y | -52.3% | -80.4% | +28.1% | -38.7% |
| 3Y | -21.2% | -91.4% | +70.2% | +3.7% |
| All | -19.9% | -95.2% | +75.3% | +5.3% |
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