+99.3%
HLT vs LCID
-92.9%
+192.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -1.6% | -9.8% | +8.2% | -1.3% |
| 30D | -5.0% | -35.5% | +30.5% | -3.7% |
| 3M | -10.4% | -18.4% | +8.0% | -10.7% |
| 6M | +3.2% | -60.5% | +63.7% | +6.3% |
| YTD | +6.7% | -60.1% | +66.8% | +9.5% |
| 1Y | +10.3% | -78.8% | +89.1% | +16.2% |
| 3Y | +99.3% | -92.8% | +192.1% | +134.5% |
| All | +99.3% | -92.9% | +192.2% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling