+370.2%
HPE vs LCID
-97.9%
+468.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.8% | +12.9% | +5.8% |
| 7D | +13.6% | -9.3% | +23.0% | +14.5% |
| 30D | +7.7% | -35.4% | +43.1% | +11.7% |
| 3M | +22.4% | -17.1% | +39.5% | +21.7% |
| 6M | +172.6% | -58.9% | +231.5% | +190.3% |
| YTD | +147.5% | -59.6% | +207.1% | +163.0% |
| 1Y | +151.8% | -78.0% | +229.8% | +183.1% |
| 3Y | +267.1% | -92.7% | +359.7% | +334.4% |
| All | +370.2% | -97.9% | +468.1% | +509.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling