+91.9%
HAS vs LCID
-96.3%
+188.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.3% |
| 7D | +3.3% | +24.8% | -21.6% | +1.2% |
| 30D | +30.5% | -0.5% | +31.1% | +30.1% |
| 3M | +29.9% | -43.0% | +72.9% | +35.3% |
| 6M | +26.5% | -40.5% | +67.1% | +29.7% |
| YTD | +51.9% | -64.3% | +116.3% | +61.2% |
| 1Y | +60.9% | -78.1% | +139.0% | +77.6% |
| 3Y | +215.0% | -90.1% | +305.1% | +255.6% |
| 5Y | +51.5% | -99.1% | +150.6% | +93.4% |
| All | +91.9% | -96.3% | +188.3% | +153.2% |
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