+151.3%
HST vs LCID
-95.5%
+246.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +2.0% | +1.8% | +0.2% | +1.8% |
| 30D | -5.2% | -34.2% | +29.0% | -1.8% |
| 3M | -6.2% | -9.1% | +2.9% | -7.0% |
| 6M | +20.4% | -52.6% | +73.0% | +26.3% |
| YTD | +30.6% | -56.2% | +86.8% | +37.5% |
| 1Y | +37.4% | -74.9% | +112.2% | +51.7% |
| 3Y | +66.1% | -92.1% | +158.2% | +94.5% |
| 5Y | +73.7% | -97.6% | +171.3% | +116.3% |
| All | +151.3% | -95.5% | +246.8% | +288.7% |
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