+18.3%
HYG vs LCID
-97.9%
+116.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -9.8% | +9.1% | -0.4% |
| 30D | -0.7% | -35.5% | +34.7% | +0.5% |
| 3M | -0.2% | -18.4% | +18.2% | -0.1% |
| 6M | +1.4% | -60.5% | +61.9% | +3.7% |
| YTD | +1.5% | -60.1% | +61.5% | +3.5% |
| 1Y | +2.9% | -78.8% | +81.7% | +6.9% |
| 3Y | +25.6% | -92.8% | +118.4% | +33.2% |
| All | +18.3% | -97.9% | +116.2% | +30.2% |
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