+48.6%
HAS vs LCID
-99.2%
+147.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -1.6% |
| 7D | -0.2% | +8.9% | -9.1% | -1.2% |
| 30D | +31.0% | -15.4% | +46.5% | +32.8% |
| 3M | +30.7% | -52.9% | +83.5% | +40.3% |
| 6M | +23.9% | -46.8% | +70.8% | +29.3% |
| YTD | +48.3% | -68.9% | +117.2% | +62.1% |
| 1Y | +60.2% | -81.7% | +141.9% | +85.2% |
| 3Y | +189.2% | -92.4% | +281.6% | +248.2% |
| All | +48.6% | -99.2% | +147.8% | +119.1% |
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