+10.5%
KHC vs LCID
-96.8%
+107.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.3% | +12.2% | +1.0% |
| 7D | -3.3% | +9.2% | -12.5% | -3.5% |
| 30D | +9.1% | -3.0% | +12.1% | +9.1% |
| 3M | +1.4% | -50.2% | +51.6% | +2.2% |
| 6M | +8.4% | -45.8% | +54.2% | +9.0% |
| YTD | +6.2% | -69.2% | +75.4% | +7.3% |
| 1Y | +5.7% | -80.4% | +86.1% | +7.3% |
| 3Y | -12.0% | -91.4% | +79.4% | -10.4% |
| 5Y | -15.3% | -99.3% | +83.9% | -14.3% |
| All | +10.5% | -96.8% | +107.4% | +25.6% |
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