+78.0%
HST vs LCID
-93.0%
+171.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.9% |
| 7D | -2.7% | +8.9% | -11.6% | -3.4% |
| 30D | +10.7% | -15.4% | +26.1% | +11.9% |
| 3M | +6.3% | -52.9% | +59.1% | +12.4% |
| 6M | +19.0% | -46.8% | +65.8% | +22.7% |
| YTD | +47.0% | -68.9% | +115.9% | +58.4% |
| 1Y | +53.4% | -81.7% | +135.1% | +73.4% |
| 3Y | +78.0% | -92.4% | +170.4% | +114.9% |
| All | +78.0% | -93.0% | +171.0% | +114.9% |
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