+2,809.1%
HUT vs LCID
-95.5%
+2,904.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.4% | +6.7% |
| 7D | +28.3% | +1.8% | +26.5% | +27.4% |
| 30D | +12.3% | -34.2% | +46.5% | +30.1% |
| 3M | -16.8% | -9.1% | -7.7% | -19.2% |
| 6M | +111.4% | -52.6% | +164.0% | +158.0% |
| YTD | +116.6% | -56.2% | +172.8% | +172.7% |
| 1Y | +290.5% | -74.9% | +365.4% | +500.2% |
| 3Y | +792.3% | -92.1% | +884.4% | +1,684.4% |
| 5Y | +94.1% | -97.6% | +191.7% | +481.5% |
| All | +2,809.1% | -95.5% | +2,904.5% | +18,267.6% |
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 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