+58.5%
HCA vs LCID
-92.8%
+151.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.8% | +12.7% | +5.2% |
| 7D | +4.9% | -9.3% | +14.3% | +5.2% |
| 30D | +1.9% | -35.4% | +37.3% | +3.3% |
| 3M | +12.7% | -17.1% | +29.8% | +12.8% |
| 6M | -22.3% | -58.9% | +36.6% | -21.1% |
| YTD | -9.3% | -59.6% | +50.3% | -8.0% |
| 1Y | +2.7% | -78.0% | +80.7% | +6.1% |
| All | +58.5% | -92.8% | +151.3% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling