-96.7%
LCID vs LH
+150.2%
-246.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | 0.0% | -11.3% | -11.3% |
| 7D | +9.2% | +2.5% | +6.7% | +7.7% |
| 30D | -3.0% | +18.7% | -21.7% | -12.0% |
| 3M | -50.2% | +15.3% | -65.6% | -54.2% |
| 6M | -45.8% | +45.4% | -91.2% | -56.3% |
| YTD | -69.2% | +49.5% | -118.7% | -75.7% |
| 1Y | -80.4% | +41.4% | -121.8% | -84.0% |
| 3Y | -91.4% | +87.6% | -179.1% | -94.2% |
| 5Y | -99.3% | +53.8% | -153.0% | -99.5% |
| All | -96.7% | +150.2% | -246.9% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling