+49.2%
LHX vs LCID
-95.9%
+145.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -4.3% | -9.8% | +5.6% | -4.0% |
| 30D | -15.1% | -35.5% | +20.3% | -14.2% |
| 3M | -21.0% | -18.4% | -2.6% | -21.0% |
| 6M | -32.0% | -60.5% | +28.5% | -30.6% |
| YTD | -15.3% | -60.1% | +44.8% | -13.7% |
| 1Y | -11.1% | -78.8% | +67.7% | -7.9% |
| 3Y | +54.0% | -92.8% | +146.8% | +61.5% |
| 5Y | +17.1% | -97.9% | +115.0% | +24.4% |
| All | +49.2% | -95.9% | +145.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded LCID 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling