+149.3%
HIMS vs LCID
-95.8%
+245.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | +0.8% |
| 7D | -2.7% | -9.3% | +6.6% | -0.6% |
| 30D | -12.2% | -35.4% | +23.2% | -3.3% |
| 3M | -3.7% | -17.1% | +13.4% | -3.2% |
| 6M | +25.9% | -58.9% | +84.8% | +47.0% |
| YTD | -14.1% | -59.6% | +45.5% | -0.1% |
| 1Y | -41.6% | -78.0% | +36.4% | -22.9% |
| 3Y | +327.3% | -92.7% | +419.9% | +552.8% |
| 5Y | +207.9% | -97.8% | +305.8% | +464.3% |
| All | +149.3% | -95.8% | +245.2% | +342.3% |
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