+76.3%
HIMS vs LCID
-96.8%
+173.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.3% | +6.1% | -2.7% |
| 7D | -18.0% | +9.2% | -27.2% | -20.2% |
| 30D | -33.6% | -3.0% | -30.6% | -33.7% |
| 3M | -34.2% | -50.2% | +16.1% | -24.0% |
| 6M | -21.2% | -45.8% | +24.7% | -13.9% |
| YTD | -39.2% | -69.2% | +30.0% | -25.8% |
| 1Y | -49.4% | -80.4% | +30.9% | -31.9% |
| 3Y | +189.7% | -91.4% | +281.2% | +329.2% |
| 5Y | +166.6% | -99.3% | +265.9% | +467.6% |
| All | +76.3% | -96.8% | +173.1% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling