+111.1%
USB vs LCID
-96.7%
+207.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.6% | -9.7% | +1.1% |
| 7D | +2.4% | -1.2% | +3.6% | +2.4% |
| 30D | +6.6% | -19.2% | +25.8% | +7.9% |
| 3M | -4.1% | -56.7% | +52.6% | +1.1% |
| 6M | +12.5% | -49.6% | +62.1% | +16.0% |
| YTD | +17.6% | -68.1% | +85.8% | +24.8% |
| 1Y | +36.5% | -79.4% | +115.9% | +49.0% |
| 3Y | +95.4% | -92.7% | +188.1% | +121.0% |
| 5Y | +26.1% | -99.1% | +125.2% | +51.1% |
| All | +111.1% | -96.7% | +207.8% | +157.4% |
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 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