+82.3%
HST vs LCID
-99.3%
+181.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +0.9% |
| 7D | +3.6% | -10.2% | +13.8% | +4.6% |
| 30D | +11.2% | -10.2% | +21.4% | +12.0% |
| 3M | +13.1% | -54.1% | +67.2% | +22.1% |
| 6M | +23.9% | -53.8% | +77.7% | +31.1% |
| YTD | +52.3% | -72.0% | +124.3% | +69.3% |
| 1Y | +56.7% | -80.5% | +137.2% | +81.4% |
| 3Y | +87.5% | -92.6% | +180.1% | +129.0% |
| All | +82.3% | -99.3% | +181.6% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling