+230.2%
HIMS vs LCID
-97.7%
+327.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.9% |
| 7D | -0.9% | +1.8% | -2.7% | -1.4% |
| 30D | -10.8% | -34.2% | +23.4% | -0.7% |
| 3M | +3.7% | -9.1% | +12.8% | +1.8% |
| 6M | +79.0% | -52.6% | +131.6% | +107.5% |
| YTD | -13.2% | -56.2% | +43.0% | +1.2% |
| 1Y | -43.3% | -74.9% | +31.6% | -23.9% |
| 3Y | +331.4% | -92.1% | +423.5% | +600.0% |
| 5Y | +230.2% | -97.6% | +327.8% | +584.5% |
| All | +230.2% | -97.7% | +327.9% | +584.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling