-27.9%
DHR vs LCID
-97.8%
+69.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | +0.4% |
| 7D | -2.4% | -9.3% | +6.9% | -1.7% |
| 30D | -2.2% | -35.4% | +33.2% | +0.9% |
| 3M | +9.0% | -17.1% | +26.0% | +8.7% |
| 6M | +3.5% | -58.9% | +62.4% | +8.9% |
| YTD | -10.1% | -59.6% | +49.5% | -5.6% |
| 1Y | +6.2% | -78.0% | +84.2% | +16.6% |
| 3Y | -5.4% | -92.7% | +87.3% | +8.8% |
| 5Y | -27.9% | -97.8% | +70.0% | -12.1% |
| All | -27.9% | -97.8% | +69.9% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling