+48.0%
HUBB vs LCID
-92.2%
+140.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.0% |
| 7D | +4.8% | +1.8% | +3.1% | +4.7% |
| 30D | -9.3% | -34.2% | +24.9% | -6.3% |
| 3M | -3.9% | -9.1% | +5.2% | -4.8% |
| 6M | -0.8% | -52.6% | +51.8% | +4.5% |
| YTD | +5.6% | -56.2% | +61.8% | +11.6% |
| 1Y | +7.7% | -74.9% | +82.6% | +19.8% |
| All | +48.0% | -92.2% | +140.2% | +82.4% |
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