+27.6%
USHY vs LCID
-92.8%
+120.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | -0.1% |
| 7D | -0.1% | -9.3% | +9.2% | 0.0% |
| 30D | 0.0% | -35.4% | +35.4% | +0.7% |
| 3M | +0.8% | -17.1% | +17.9% | +0.8% |
| 6M | +1.9% | -58.9% | +60.9% | +3.2% |
| YTD | +2.3% | -59.6% | +61.9% | +3.5% |
| 1Y | +4.1% | -78.0% | +82.1% | +6.6% |
| All | +27.6% | -92.8% | +120.4% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling