+132.4%
HOOD vs LCID
-98.7%
+231.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.4% | -7.2% | +0.2% |
| 7D | -4.8% | +8.9% | -13.7% | -7.2% |
| 30D | -26.1% | -15.4% | -10.7% | -23.0% |
| 3M | -10.8% | -52.9% | +42.1% | +9.3% |
| 6M | +2.4% | -46.8% | +49.2% | +14.4% |
| YTD | -28.5% | -68.9% | +40.4% | -6.9% |
| 1Y | -36.3% | -81.7% | +45.4% | -3.0% |
| 3Y | +743.7% | -92.4% | +836.1% | +1,347.4% |
| 5Y | +118.6% | -99.2% | +217.8% | +569.5% |
| All | +132.4% | -98.7% | +231.0% | +595.3% |
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