+12.5%
DHR vs LCID
-95.9%
+108.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -9.8% | +6.2% | -3.0% |
| 30D | -2.7% | -35.5% | +32.7% | -0.2% |
| 3M | +10.9% | -18.4% | +29.3% | +11.0% |
| 6M | +3.0% | -60.5% | +63.5% | +7.8% |
| YTD | -12.2% | -60.1% | +47.9% | -8.5% |
| 1Y | +3.3% | -78.8% | +82.1% | +11.7% |
| 3Y | -8.2% | -92.8% | +84.6% | +2.5% |
| 5Y | -29.9% | -97.9% | +68.0% | -18.3% |
| All | +12.5% | -95.9% | +108.4% | +31.6% |
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