+32.5%
DHR vs LCID
-96.4%
+128.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | -0.2% |
| 7D | +0.2% | +8.9% | -8.7% | -0.4% |
| 30D | +6.4% | +6.8% | -0.5% | +5.7% |
| 3M | +13.6% | -45.2% | +58.9% | +17.4% |
| 6M | +41.9% | -39.1% | +81.0% | +43.9% |
| YTD | +3.4% | -65.3% | +68.7% | +8.3% |
| 1Y | +9.9% | -78.4% | +88.2% | +18.4% |
| 3Y | +21.6% | -90.3% | +111.9% | +33.1% |
| 5Y | -10.6% | -99.2% | +88.6% | +6.3% |
| All | +32.5% | -96.4% | +128.9% | +55.8% |
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