-92.4%
LCID vs ALHC
+21.9%
-114.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +10.8% |
| 7D | +8.9% | +1.0% | +8.0% | +9.0% |
| 30D | -15.4% | -14.2% | -1.3% | -13.7% |
| 3M | -52.9% | -45.1% | -7.7% | -49.0% |
| 6M | -46.8% | -59.5% | +12.7% | -40.5% |
| YTD | -68.9% | -62.8% | -6.0% | -64.9% |
| 1Y | -81.7% | -55.5% | -26.2% | -80.0% |
| 3Y | -92.4% | +25.7% | -118.1% | -93.7% |
| All | -92.4% | +21.9% | -114.3% | -93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling