+1,081.3%
HWM vs LCID
-96.8%
+1,178.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.9% | +1.9% |
| 7D | +3.4% | +8.9% | -5.6% | +2.8% |
| 30D | -7.5% | -15.4% | +7.9% | -6.8% |
| 3M | -28.9% | -52.9% | +24.0% | -25.8% |
| 6M | -19.6% | -46.8% | +27.2% | -17.8% |
| YTD | +0.6% | -68.9% | +69.5% | +6.1% |
| 1Y | +0.3% | -81.7% | +82.0% | +9.2% |
| 3Y | +326.1% | -92.4% | +418.5% | +372.7% |
| 5Y | +525.2% | -99.2% | +624.4% | +644.8% |
| All | +1,081.3% | -96.8% | +1,178.1% | +1,348.7% |
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