+358.3%
HBM vs LCID
-97.1%
+455.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.2% | +8.1% | 0.0% |
| 7D | +2.2% | -10.2% | +12.4% | +3.5% |
| 30D | -11.8% | -10.2% | -1.6% | -11.0% |
| 3M | -19.2% | -54.1% | +34.9% | -11.7% |
| 6M | -22.9% | -53.8% | +30.9% | -17.6% |
| YTD | +7.8% | -72.0% | +79.8% | +21.5% |
| 1Y | +34.9% | -80.5% | +115.4% | +58.8% |
| 3Y | +422.2% | -92.6% | +514.8% | +553.6% |
| 5Y | +192.8% | -99.3% | +292.2% | +331.4% |
| All | +358.3% | -97.1% | +455.4% | +670.9% |
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