+1,228.0%
HWM vs LCID
-95.5%
+1,323.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.1% | -9.6% | -10.6% |
| 7D | -9.2% | +1.8% | -10.9% | -9.3% |
| 30D | -17.9% | -34.2% | +16.4% | -15.8% |
| 3M | -6.0% | -9.1% | +3.1% | -6.7% |
| 6M | -7.4% | -52.6% | +45.3% | -4.3% |
| YTD | +13.1% | -56.2% | +69.3% | +17.2% |
| 1Y | +29.3% | -74.9% | +104.2% | +38.3% |
| 3Y | +389.9% | -92.1% | +482.0% | +442.8% |
| 5Y | +655.5% | -97.6% | +753.1% | +774.5% |
| All | +1,228.0% | -95.5% | +1,323.4% | +1,500.3% |
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