-21.3%
HUT vs LCID
-99.3%
+78.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.2% | +2.1% | -3.1% |
| 7D | +9.3% | -10.2% | +19.5% | +13.8% |
| 30D | -23.1% | -10.2% | -12.9% | -21.8% |
| 3M | -30.6% | -54.1% | +23.5% | -6.0% |
| 6M | -46.9% | -53.8% | +6.9% | -33.4% |
| YTD | +25.3% | -72.0% | +97.4% | +94.7% |
| 1Y | +59.8% | -80.5% | +140.3% | +192.2% |
| 3Y | +467.2% | -92.6% | +559.7% | +1,199.4% |
| All | -21.3% | -99.3% | +78.0% | +451.2% |
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