+10.3%
KHC vs LCID
-96.5%
+106.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.4% | -10.2% | -0.9% |
| 7D | -2.0% | +20.0% | -22.0% | -2.3% |
| 30D | +9.7% | -5.0% | +14.7% | +9.6% |
| 3M | -2.0% | -48.9% | +46.9% | -1.3% |
| 6M | +5.4% | -43.2% | +48.6% | +5.9% |
| YTD | +5.9% | -65.9% | +71.9% | +6.9% |
| 1Y | +7.5% | -79.2% | +86.6% | +9.0% |
| 3Y | -12.4% | -90.4% | +78.0% | -10.9% |
| 5Y | -15.8% | -99.2% | +83.4% | -14.9% |
| All | +10.3% | -96.5% | +106.7% | +25.1% |
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