-97.8%
LCID vs LH
+28.2%
-126.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -7.0% |
| 7D | -9.3% | -3.2% | -6.2% | -7.2% |
| 30D | -35.4% | +0.1% | -35.5% | -35.4% |
| 3M | -17.1% | +18.6% | -35.7% | -26.0% |
| 6M | -58.9% | +17.9% | -76.9% | -63.3% |
| YTD | -59.6% | +28.9% | -88.5% | -66.4% |
| 1Y | -78.0% | +16.6% | -94.6% | -80.5% |
| 3Y | -92.7% | +63.6% | -156.2% | -95.1% |
| 5Y | -97.8% | +30.0% | -127.9% | -98.3% |
| All | -97.8% | +28.2% | -126.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling