+13.4%
HDB vs LCID
-96.5%
+109.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.8% | +2.2% |
| 7D | +13.7% | +20.0% | -6.3% | +12.6% |
| 30D | +15.8% | -5.0% | +20.9% | +15.9% |
| 3M | +9.2% | -48.9% | +58.1% | +12.5% |
| 6M | +3.2% | -43.2% | +46.4% | +5.0% |
| YTD | -29.4% | -65.9% | +36.6% | -26.7% |
| 1Y | -27.9% | -79.2% | +51.2% | -23.6% |
| 3Y | -5.9% | -90.4% | +84.5% | +0.6% |
| 5Y | -23.5% | -99.2% | +75.7% | -8.8% |
| All | +13.4% | -96.5% | +109.9% | +28.4% |
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