+468.5%
HBM vs LCID
-95.9%
+564.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -3.3% | -9.8% | +6.5% | -2.1% |
| 30D | -4.8% | -35.5% | +30.7% | +0.3% |
| 3M | -0.4% | -18.4% | +18.0% | -0.5% |
| 6M | +17.9% | -60.5% | +78.4% | +28.8% |
| YTD | +33.7% | -60.1% | +93.8% | +45.1% |
| 1Y | +95.6% | -78.8% | +174.4% | +129.0% |
| 3Y | +458.1% | -92.8% | +550.9% | +598.9% |
| 5Y | +329.0% | -97.9% | +426.9% | +484.1% |
| All | +468.5% | -95.9% | +564.4% | +820.5% |
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 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