-15.9%
HUBS vs LCID
-95.8%
+79.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.8% | +3.5% | -2.9% |
| 7D | -6.2% | -9.3% | +3.1% | -4.7% |
| 30D | +6.6% | -35.4% | +42.0% | +14.6% |
| 3M | +16.4% | -17.1% | +33.5% | +16.6% |
| 6M | -19.7% | -58.9% | +39.2% | -9.9% |
| YTD | -42.6% | -59.6% | +17.0% | -35.9% |
| 1Y | -54.2% | -78.0% | +23.8% | -43.4% |
| 3Y | -57.1% | -92.7% | +35.5% | -41.4% |
| 5Y | -66.2% | -97.8% | +31.6% | -43.5% |
| All | -15.9% | -95.8% | +79.9% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling