+1,141.1%
HWM vs LCID
-96.5%
+1,237.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.4% | +4.5% |
| 7D | +1.6% | +20.0% | -18.4% | +0.4% |
| 30D | -3.9% | -5.0% | +1.1% | -3.9% |
| 3M | -23.2% | -48.9% | +25.6% | -20.3% |
| 6M | -20.0% | -43.2% | +23.2% | -18.4% |
| YTD | +5.7% | -65.9% | +71.6% | +10.8% |
| 1Y | +4.9% | -79.2% | +84.0% | +13.2% |
| 3Y | +347.0% | -90.4% | +437.4% | +389.0% |
| 5Y | +563.0% | -99.2% | +662.2% | +686.5% |
| All | +1,141.1% | -96.5% | +1,237.6% | +1,413.8% |
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