+102.9%
HIG vs LCID
-93.0%
+195.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -2.3% | -9.1% | +6.8% | -2.3% |
| 30D | -1.2% | -37.6% | +36.4% | -1.0% |
| 3M | +6.3% | -11.1% | +17.4% | +6.4% |
| 6M | +0.6% | -59.2% | +59.8% | +1.2% |
| YTD | +0.6% | -60.5% | +61.1% | +1.2% |
| 1Y | +6.1% | -78.5% | +84.6% | +7.3% |
| All | +102.9% | -93.0% | +195.8% | +108.1% |
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