+22.7%
USB vs LCID
-99.2%
+121.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.6% | +9.5% | -1.1% |
| 7D | -1.5% | -6.9% | +5.4% | -0.9% |
| 30D | +4.3% | -28.4% | +32.7% | +7.0% |
| 3M | -6.1% | -55.5% | +49.4% | +0.3% |
| 6M | +9.4% | -52.3% | +61.7% | +14.2% |
| YTD | +15.2% | -71.8% | +87.0% | +25.5% |
| 1Y | +32.8% | -82.7% | +115.5% | +51.2% |
| 3Y | +91.3% | -93.5% | +184.8% | +128.0% |
| 5Y | +22.7% | -99.3% | +121.9% | +60.2% |
| All | +22.7% | -99.2% | +121.9% | +60.2% |
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