-93.4%
HTZ vs LCID
-99.0%
+5.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -11.6% | -9.2% | -18.3% |
| 7D | -7.7% | -6.9% | -0.9% | -5.8% |
| 30D | -13.1% | -28.4% | +15.3% | -6.7% |
| 3M | +14.7% | -55.5% | +70.3% | +35.9% |
| 6M | -70.6% | -52.3% | -18.3% | -67.2% |
| YTD | -65.2% | -71.8% | +6.6% | -57.1% |
| 1Y | -73.2% | -82.7% | +9.5% | -63.3% |
| 3Y | -80.8% | -93.5% | +12.7% | -70.4% |
| 5Y | -94.8% | -99.3% | +4.5% | -89.3% |
| All | -93.4% | -99.0% | +5.6% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling