-21.3%
HIMS vs LCID
-42.1%
+20.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +9.4% | -21.2% | -13.8% |
| 7D | -9.1% | +20.0% | -29.1% | -13.0% |
| 30D | -25.8% | -5.0% | -20.8% | -25.7% |
| 3M | -27.4% | -48.9% | +21.5% | -19.3% |
| All | -21.3% | -42.1% | +20.8% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling