+67.5%
HST vs LCID
-92.6%
+160.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.1% |
| 7D | -1.0% | -6.6% | +5.6% | -0.5% |
| 30D | -12.3% | -30.1% | +17.9% | -9.7% |
| 3M | -6.4% | -17.6% | +11.2% | -6.4% |
| 6M | +15.0% | -54.4% | +69.4% | +21.4% |
| YTD | +30.5% | -55.7% | +86.2% | +37.6% |
| 1Y | +35.7% | -71.0% | +106.7% | +48.4% |
| All | +67.5% | -92.6% | +160.1% | +112.8% |
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