+239.0%
HCA vs LCID
-95.9%
+334.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +5.4% | -9.8% | +15.2% | +5.7% |
| 30D | +3.0% | -35.5% | +38.5% | +4.3% |
| 3M | +13.0% | -18.4% | +31.4% | +13.2% |
| 6M | -20.3% | -60.5% | +40.2% | -18.7% |
| YTD | -8.2% | -60.1% | +51.8% | -6.6% |
| 1Y | +6.7% | -78.8% | +85.5% | +10.4% |
| 3Y | +60.4% | -92.8% | +153.2% | +68.5% |
| 5Y | +73.4% | -97.9% | +171.3% | +86.7% |
| All | +239.0% | -95.9% | +334.9% | +268.2% |
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 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