+50.1%
HST vs LCID
-79.5%
+129.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +2.0% |
| 7D | -1.1% | +20.0% | -21.1% | -2.3% |
| 30D | +11.6% | -5.0% | +16.6% | +11.6% |
| 3M | +9.5% | -48.9% | +58.4% | +13.3% |
| 6M | +18.9% | -43.2% | +62.1% | +21.0% |
| YTD | +51.0% | -65.9% | +116.9% | +62.4% |
| All | +50.1% | -79.5% | +129.6% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling