+69.4%
USAR vs LCID
-93.7%
+163.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.8% | +4.4% | -2.0% |
| 7D | -4.4% | -9.3% | +4.9% | -2.7% |
| 30D | -10.4% | -35.4% | +25.0% | -3.0% |
| 3M | -18.4% | -17.1% | -1.3% | -18.6% |
| 6M | -8.8% | -58.9% | +50.1% | +4.2% |
| YTD | +43.4% | -59.6% | +103.0% | +64.0% |
| 1Y | +21.0% | -78.0% | +99.0% | +51.0% |
| 3Y | +67.7% | -92.7% | +160.4% | +110.4% |
| All | +69.4% | -93.7% | +163.1% | +112.4% |
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 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