+55.0%
HST vs LCID
-78.8%
+133.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -1.3% | +8.9% | -10.2% | -1.9% |
| 30D | +13.4% | +6.8% | +6.5% | +12.6% |
| 3M | +16.7% | -45.2% | +61.9% | +20.2% |
| 6M | +24.0% | -39.1% | +63.1% | +25.3% |
| YTD | +54.0% | -65.3% | +119.2% | +65.4% |
| 1Y | +55.0% | -78.4% | +133.4% | +78.4% |
| All | +55.0% | -78.8% | +133.8% | +78.4% |
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 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