+265.3%
HUBB vs LCID
-95.9%
+361.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -0.1% | -9.8% | +9.8% | +0.6% |
| 30D | -10.0% | -35.5% | +25.5% | -7.5% |
| 3M | -1.6% | -18.4% | +16.8% | -1.5% |
| 6M | -3.1% | -60.5% | +57.4% | +1.6% |
| YTD | +4.6% | -60.1% | +64.7% | +9.2% |
| 1Y | +3.3% | -78.8% | +82.1% | +12.2% |
| 3Y | +46.6% | -92.8% | +139.4% | +64.3% |
| 5Y | +158.7% | -97.9% | +256.6% | +202.4% |
| All | +265.3% | -95.9% | +361.1% | +335.5% |
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