-97.6%
LCID vs ALHC
-33.5%
-64.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -6.6% | -0.6% | -6.0% | -6.5% |
| 30D | -30.1% | -1.0% | -29.1% | -30.2% |
| 3M | -17.6% | -10.2% | -7.5% | -17.6% |
| 6M | -54.4% | -28.3% | -26.1% | -52.4% |
| YTD | -55.7% | -31.4% | -24.3% | -53.5% |
| 1Y | -71.0% | -16.9% | -54.1% | -71.2% |
| 3Y | -92.6% | +135.5% | -228.1% | -95.4% |
| All | -97.6% | -33.5% | -64.2% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling