+75.4%
USAR vs LCID
-93.2%
+168.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +2.3% | +1.8% | +0.6% | +2.0% |
| 30D | -8.6% | -34.2% | +25.6% | -1.5% |
| 3M | -20.5% | -9.1% | -11.4% | -22.0% |
| 6M | +1.2% | -52.6% | +53.8% | +12.7% |
| YTD | +48.4% | -56.2% | +104.6% | +67.2% |
| 1Y | +30.6% | -74.9% | +105.5% | +59.7% |
| 3Y | +73.6% | -92.1% | +165.7% | +114.6% |
| All | +75.4% | -93.2% | +168.5% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling