+105.6%
USB vs LCID
-96.8%
+202.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -1.2% |
| 7D | 0.0% | +8.9% | -8.9% | -0.7% |
| 30D | +5.8% | -15.4% | +21.3% | +6.8% |
| 3M | -6.0% | -52.9% | +46.9% | -1.4% |
| 6M | +7.8% | -46.8% | +54.6% | +10.7% |
| YTD | +14.6% | -68.9% | +83.5% | +21.6% |
| 1Y | +31.8% | -81.7% | +113.5% | +45.0% |
| 3Y | +91.5% | -92.4% | +183.9% | +115.9% |
| 5Y | +22.0% | -99.2% | +121.3% | +46.6% |
| All | +105.6% | -96.8% | +202.4% | +151.0% |
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