-5.2%
DHR vs LCID
-92.3%
+87.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | +0.2% | -34.2% | +34.5% | +2.7% |
| 3M | +12.1% | -9.1% | +21.2% | +11.0% |
| 6M | +5.4% | -52.6% | +58.0% | +9.3% |
| YTD | -10.0% | -56.2% | +46.2% | -6.5% |
| 1Y | +4.1% | -74.9% | +79.0% | +12.0% |
| 3Y | -5.2% | -92.1% | +86.9% | +7.4% |
| All | -5.2% | -92.3% | +87.1% | +7.4% |
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 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