+587.0%
HPE vs LCID
-95.9%
+682.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.1% | -6.1% |
| 7D | +1.4% | -9.1% | +10.6% | +2.0% |
| 30D | +1.5% | -37.6% | +39.2% | +4.7% |
| 3M | +21.7% | -11.1% | +32.8% | +20.6% |
| 6M | +164.2% | -59.2% | +223.3% | +177.1% |
| YTD | +132.1% | -60.5% | +192.5% | +143.4% |
| 1Y | +130.6% | -78.5% | +209.1% | +152.2% |
| 3Y | +244.1% | -92.8% | +337.0% | +289.2% |
| 5Y | +340.8% | -97.9% | +438.7% | +414.9% |
| All | +587.0% | -95.9% | +682.9% | +689.4% |
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