+36.7%
HON vs LCID
-95.9%
+132.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -2.6% | -9.1% | +6.5% | -2.3% |
| 30D | -11.9% | -37.6% | +25.7% | -10.2% |
| 3M | -6.1% | -11.1% | +5.0% | -6.4% |
| 6M | -19.2% | -59.2% | +40.0% | -17.0% |
| YTD | +0.2% | -60.5% | +60.6% | +2.9% |
| 1Y | -1.5% | -78.5% | +77.0% | +3.4% |
| 3Y | +17.9% | -92.8% | +110.8% | +26.2% |
| 5Y | +1.9% | -97.9% | +99.8% | +12.5% |
| All | +36.7% | -95.9% | +132.6% | +60.2% |
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