-91.8%
LCID vs ALHC
+25.0%
-116.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.5% | -8.8% | -10.9% |
| 7D | +9.2% | -0.8% | +10.0% | +9.4% |
| 30D | -3.0% | -9.6% | +6.7% | -1.5% |
| 3M | -50.2% | -44.5% | -5.7% | -46.3% |
| 6M | -45.8% | -59.2% | +13.4% | -39.4% |
| YTD | -69.2% | -62.0% | -7.2% | -65.4% |
| 1Y | -80.4% | -54.8% | -25.6% | -78.7% |
| All | -91.8% | +25.0% | -116.8% | -92.6% |
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