+145.4%
HAL vs LCID
-96.5%
+241.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | -0.4% |
| 7D | -7.9% | +20.0% | -27.9% | -9.0% |
| 30D | -2.1% | -5.0% | +3.0% | -2.0% |
| 3M | +0.4% | -48.9% | +49.3% | +4.0% |
| 6M | -19.2% | -43.2% | +24.0% | -17.9% |
| YTD | +14.4% | -65.9% | +80.3% | +19.9% |
| 1Y | +18.0% | -79.2% | +97.1% | +27.5% |
| 3Y | -9.7% | -90.4% | +80.7% | -0.8% |
| 5Y | +40.1% | -99.2% | +139.3% | +69.3% |
| All | +145.4% | -96.5% | +241.9% | +208.9% |
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 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