+87.4%
HAS vs LCID
-96.8%
+184.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -1.4% |
| 7D | -0.2% | +8.9% | -9.1% | -1.0% |
| 30D | +31.0% | -15.4% | +46.5% | +32.5% |
| 3M | +30.7% | -52.9% | +83.5% | +38.3% |
| 6M | +23.9% | -46.8% | +70.8% | +28.3% |
| YTD | +48.3% | -68.9% | +117.2% | +59.2% |
| 1Y | +60.2% | -81.7% | +141.9% | +79.6% |
| 3Y | +189.2% | -92.4% | +281.6% | +234.0% |
| 5Y | +50.4% | -99.2% | +149.6% | +94.4% |
| All | +87.4% | -96.8% | +184.2% | +150.1% |
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 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