+53.3%
HAS vs LCID
-99.1%
+152.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.1% |
| 7D | +2.0% | +8.9% | -6.9% | +0.9% |
| 30D | +30.9% | +6.8% | +24.1% | +29.5% |
| 3M | +28.8% | -45.2% | +74.0% | +36.1% |
| 6M | +32.3% | -39.1% | +71.5% | +36.1% |
| YTD | +54.7% | -65.3% | +120.0% | +67.1% |
| 1Y | +63.2% | -78.4% | +141.6% | +85.4% |
| 3Y | +220.7% | -90.3% | +311.0% | +275.4% |
| 5Y | +53.3% | -99.2% | +152.5% | +124.5% |
| All | +53.3% | -99.1% | +152.5% | +124.5% |
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