+49.0%
HD vs LCID
-96.5%
+145.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +2.3% |
| 7D | +3.6% | +20.0% | -16.4% | +2.3% |
| 30D | +21.6% | -5.0% | +26.6% | +21.6% |
| 3M | +0.1% | -48.9% | +49.0% | +4.1% |
| 6M | +13.0% | -43.2% | +56.2% | +15.4% |
| YTD | +4.9% | -65.9% | +70.9% | +10.2% |
| 1Y | -2.1% | -79.2% | +77.1% | +6.1% |
| 3Y | +32.6% | -90.4% | +123.0% | +45.9% |
| 5Y | +8.2% | -99.2% | +107.4% | +32.0% |
| All | +49.0% | -96.5% | +145.5% | +66.8% |
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