+51.0%
LHX vs LCID
-95.9%
+146.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -4.8% | -9.1% | +4.3% | -4.6% |
| 30D | -12.7% | -37.6% | +24.9% | -11.7% |
| 3M | -17.6% | -11.1% | -6.6% | -17.9% |
| 6M | -30.7% | -59.2% | +28.5% | -29.4% |
| YTD | -14.3% | -60.5% | +46.1% | -12.7% |
| 1Y | -8.4% | -78.5% | +70.1% | -5.2% |
| 3Y | +56.7% | -92.8% | +149.5% | +64.4% |
| 5Y | +18.5% | -97.9% | +116.4% | +25.8% |
| All | +51.0% | -95.9% | +146.9% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling