+197.9%
HST vs LCID
-96.3%
+294.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.2% | +2.1% |
| 7D | +0.6% | +24.8% | -24.3% | -1.5% |
| 30D | +14.5% | -0.5% | +15.0% | +14.1% |
| 3M | +15.4% | -43.0% | +58.4% | +20.6% |
| 6M | +22.0% | -40.5% | +62.5% | +25.0% |
| YTD | +54.9% | -64.3% | +119.2% | +65.2% |
| 1Y | +54.0% | -78.1% | +132.0% | +71.5% |
| 3Y | +90.4% | -90.1% | +180.5% | +117.7% |
| 5Y | +84.2% | -99.1% | +183.3% | +140.3% |
| All | +197.9% | -96.3% | +294.2% | +367.1% |
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