+526.7%
HPE vs LCID
-96.4%
+623.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.7% | +7.5% | +5.0% |
| 7D | +0.3% | +8.9% | -8.6% | -0.3% |
| 30D | -28.6% | +6.8% | -35.4% | -29.0% |
| 3M | -7.4% | -45.2% | +37.9% | -3.9% |
| 6M | +63.7% | -39.1% | +102.8% | +66.2% |
| YTD | +111.7% | -65.3% | +177.0% | +123.5% |
| 1Y | +123.5% | -78.4% | +201.9% | +143.8% |
| 3Y | +238.7% | -90.3% | +329.0% | +277.6% |
| 5Y | +261.0% | -99.2% | +360.2% | +324.8% |
| All | +526.7% | -96.4% | +623.1% | +624.9% |
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