-90.8%
LCID vs LH
+87.4%
-178.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | +8.9% | +1.2% | +7.7% | +8.3% |
| 30D | +6.8% | +18.0% | -11.1% | -2.6% |
| 3M | -45.2% | +15.7% | -60.9% | -49.6% |
| 6M | -39.1% | +46.6% | -85.8% | -50.6% |
| YTD | -65.3% | +49.5% | -114.7% | -72.3% |
| 1Y | -78.4% | +40.2% | -118.6% | -82.1% |
| All | -90.8% | +87.4% | -178.1% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling