+441.1%
HWM vs LCID
-92.6%
+533.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -2.1% | -6.6% | +4.5% | -1.7% |
| 30D | -11.0% | -30.1% | +19.2% | -9.0% |
| 3M | +4.0% | -17.6% | +21.6% | +3.8% |
| 6M | -0.2% | -54.4% | +54.2% | +4.1% |
| YTD | +26.7% | -55.7% | +82.4% | +31.9% |
| 1Y | +44.7% | -71.0% | +115.8% | +54.9% |
| All | +441.1% | -92.6% | +533.7% | +495.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling