+213.4%
HAS vs LCID
-92.2%
+305.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.5% | 0.0% |
| 7D | +1.4% | -10.2% | +11.6% | +2.2% |
| 30D | +26.3% | -10.2% | +36.5% | +27.0% |
| 3M | +25.6% | -54.1% | +79.7% | +32.8% |
| 6M | +30.3% | -53.8% | +84.0% | +36.1% |
| YTD | +50.4% | -72.0% | +122.4% | +62.3% |
| 1Y | +57.7% | -80.5% | +138.2% | +75.3% |
| 3Y | +213.4% | -92.6% | +305.9% | +280.0% |
| All | +213.4% | -92.2% | +305.5% | +280.0% |
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