-1.2%
HDB vs LCID
-95.5%
+94.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -3.0% |
| 7D | -2.0% | +1.8% | -3.8% | -2.1% |
| 30D | -4.9% | -34.2% | +29.4% | -3.0% |
| 3M | -2.3% | -9.1% | +6.8% | -2.5% |
| 6M | -23.7% | -52.6% | +28.9% | -21.7% |
| YTD | -38.5% | -56.2% | +17.7% | -36.8% |
| 1Y | -36.5% | -74.9% | +38.4% | -33.2% |
| 3Y | -28.5% | -92.1% | +63.6% | -22.4% |
| 5Y | -37.4% | -97.6% | +60.2% | -28.7% |
| All | -1.2% | -95.5% | +94.3% | +10.7% |
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