+246.3%
HLT vs LCID
-95.9%
+342.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.6% | -9.8% | +8.2% | -1.1% |
| 30D | -5.0% | -35.5% | +30.5% | -2.8% |
| 3M | -10.4% | -18.4% | +8.0% | -10.5% |
| 6M | +3.2% | -60.5% | +63.7% | +7.5% |
| YTD | +6.7% | -60.1% | +66.8% | +10.7% |
| 1Y | +10.3% | -78.8% | +89.1% | +18.7% |
| 3Y | +99.3% | -92.8% | +192.1% | +122.5% |
| 5Y | +143.7% | -97.9% | +241.6% | +189.1% |
| All | +246.3% | -95.9% | +342.2% | +359.0% |
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