+177.1%
HIMS vs LCID
-99.2%
+276.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +9.4% | -21.2% | -14.3% |
| 7D | -9.1% | +20.0% | -29.1% | -13.9% |
| 30D | -25.8% | -5.0% | -20.8% | -25.4% |
| 3M | -27.4% | -48.9% | +21.5% | -14.2% |
| 6M | -18.9% | -43.2% | +24.4% | -10.8% |
| YTD | -29.4% | -65.9% | +36.6% | -12.4% |
| 1Y | -44.1% | -79.2% | +35.1% | -20.9% |
| 3Y | +246.0% | -90.4% | +336.4% | +439.6% |
| 5Y | +177.1% | -99.2% | +276.2% | +657.8% |
| All | +177.1% | -99.2% | +276.3% | +657.8% |
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