+141.7%
HL vs LCID
-96.8%
+238.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -11.3% | +5.9% | -4.3% |
| 7D | -7.6% | +9.2% | -16.8% | -8.5% |
| 30D | -17.5% | -3.0% | -14.5% | -17.4% |
| 3M | -26.2% | -50.2% | +24.0% | -21.4% |
| 6M | -35.1% | -45.8% | +10.8% | -32.5% |
| YTD | -30.4% | -69.2% | +38.8% | -24.1% |
| 1Y | -14.0% | -80.4% | +66.4% | -2.4% |
| 3Y | +256.3% | -91.4% | +347.7% | +317.0% |
| 5Y | +112.5% | -99.3% | +211.8% | +173.1% |
| All | +141.7% | -96.8% | +238.6% | +210.4% |
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