+13.5%
HDB vs LCID
-97.1%
+110.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.7% | +0.9% |
| 7D | +2.7% | -10.2% | +12.9% | +3.2% |
| 30D | +14.1% | -10.2% | +24.3% | +14.5% |
| 3M | +11.8% | -54.1% | +65.9% | +15.8% |
| 6M | +8.2% | -53.8% | +61.9% | +11.2% |
| YTD | -29.3% | -72.0% | +42.7% | -26.0% |
| 1Y | -28.8% | -80.5% | +51.7% | -24.2% |
| 3Y | -7.5% | -92.6% | +85.1% | +0.2% |
| 5Y | -23.1% | -99.3% | +76.3% | -7.5% |
| All | +13.5% | -97.1% | +110.6% | +29.7% |
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