-66.4%
HUBS vs LCID
-97.9%
+31.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -9.0% | -9.8% | +0.8% | -7.3% |
| 30D | +7.2% | -35.5% | +42.7% | +15.6% |
| 3M | +20.9% | -18.4% | +39.2% | +21.6% |
| 6M | -13.0% | -60.5% | +47.5% | -1.1% |
| YTD | -43.8% | -60.1% | +16.2% | -36.8% |
| 1Y | -54.6% | -78.8% | +24.2% | -43.0% |
| 3Y | -58.5% | -92.8% | +34.3% | -41.4% |
| All | -66.4% | -97.9% | +31.5% | -32.6% |
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