+246.7%
HUBB vs LCID
-97.1%
+343.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | +0.4% |
| 7D | +1.8% | -10.2% | +11.9% | +2.4% |
| 30D | -7.7% | -10.2% | +2.5% | -7.3% |
| 3M | -13.6% | -54.1% | +40.6% | -9.6% |
| 6M | -9.1% | -53.8% | +44.6% | -6.1% |
| YTD | -0.7% | -72.0% | +71.3% | +5.6% |
| 1Y | +1.1% | -80.5% | +81.6% | +10.0% |
| 3Y | +56.2% | -92.6% | +148.7% | +75.2% |
| 5Y | +126.6% | -99.3% | +225.9% | +172.5% |
| All | +246.7% | -97.1% | +343.8% | +321.1% |
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