-96.3%
LCID vs HRB
+321.3%
-417.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +8.9% | -8.1% | +17.0% | +10.9% |
| 30D | +6.8% | +15.0% | -8.2% | +3.1% |
| 3M | -45.2% | +10.2% | -55.5% | -47.0% |
| 6M | -39.1% | +44.2% | -83.4% | -45.0% |
| YTD | -65.3% | +21.0% | -86.2% | -67.4% |
| 1Y | -78.4% | +12.0% | -90.4% | -79.3% |
| 3Y | -90.3% | +24.9% | -115.3% | -91.4% |
| 5Y | -99.2% | +144.6% | -243.8% | -99.3% |
| All | -96.3% | +321.3% | -417.5% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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