+521.5%
HBM vs LCID
-95.5%
+617.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | +7.3% | +1.8% | +5.6% | +7.1% |
| 30D | +5.0% | -34.2% | +39.3% | +10.4% |
| 3M | +11.1% | -9.1% | +20.2% | +9.6% |
| 6M | +30.2% | -52.6% | +82.8% | +39.0% |
| YTD | +46.2% | -56.2% | +102.4% | +56.9% |
| 1Y | +120.0% | -74.9% | +194.9% | +152.4% |
| 3Y | +527.3% | -92.1% | +619.3% | +676.8% |
| 5Y | +400.3% | -97.6% | +497.8% | +571.7% |
| All | +521.5% | -95.5% | +617.0% | +895.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling