-98.6%
LCID vs ALHC
-61.5%
-37.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +11.1% |
| 7D | +8.9% | +1.0% | +8.0% | +8.9% |
| 30D | -15.4% | -14.2% | -1.3% | -12.8% |
| 3M | -52.9% | -45.1% | -7.7% | -46.8% |
| 6M | -46.8% | -59.5% | +12.7% | -37.2% |
| YTD | -68.9% | -62.8% | -6.0% | -62.9% |
| 1Y | -81.7% | -55.5% | -26.2% | -79.2% |
| 3Y | -92.4% | +25.7% | -118.1% | -94.3% |
| 5Y | -99.2% | -66.8% | -32.4% | -99.3% |
| All | -98.6% | -61.5% | -37.1% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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