-95.8%
LCID vs LH
+106.3%
-202.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.5% |
| 7D | -9.1% | -7.4% | -1.7% | -5.0% |
| 30D | -37.6% | -4.6% | -33.0% | -35.9% |
| 3M | -11.1% | +14.5% | -25.6% | -17.5% |
| 6M | -59.2% | +14.8% | -74.0% | -62.2% |
| YTD | -60.5% | +23.3% | -83.7% | -65.1% |
| 1Y | -78.5% | +13.6% | -92.1% | -80.2% |
| 3Y | -92.8% | +56.3% | -149.2% | -94.6% |
| 5Y | -97.9% | +25.2% | -123.1% | -98.4% |
| All | -95.8% | +106.3% | -202.0% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling