+74.9%
USAR vs LCID
-93.1%
+168.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -2.1% | -6.6% | +4.5% | -0.9% |
| 30D | +2.6% | -30.1% | +32.8% | +9.5% |
| 3M | -35.0% | -17.6% | -17.4% | -34.7% |
| 6M | -6.9% | -54.4% | +47.6% | +4.5% |
| YTD | +48.0% | -55.7% | +103.7% | +66.4% |
| 1Y | +24.8% | -71.0% | +95.8% | +49.7% |
| 3Y | +73.2% | -92.6% | +165.9% | +113.6% |
| All | +74.9% | -93.1% | +168.0% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling