+87.5%
HST vs LCID
-92.2%
+179.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +0.7% |
| 7D | +3.6% | -10.2% | +13.8% | +4.4% |
| 30D | +11.2% | -10.2% | +21.4% | +11.8% |
| 3M | +13.1% | -54.1% | +67.2% | +19.7% |
| 6M | +23.9% | -53.8% | +77.7% | +29.2% |
| YTD | +52.3% | -72.0% | +124.3% | +65.3% |
| 1Y | +56.7% | -80.5% | +137.2% | +75.5% |
| 3Y | +87.5% | -92.6% | +180.1% | +128.2% |
| All | +87.5% | -92.2% | +179.7% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling