+57.1%
LHX vs LCID
-92.8%
+149.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.9% |
| 7D | -3.7% | -9.3% | +5.6% | -3.5% |
| 30D | -13.2% | -35.4% | +22.2% | -12.2% |
| 3M | -18.4% | -17.1% | -1.3% | -18.6% |
| 6M | -32.0% | -58.9% | +27.0% | -30.5% |
| YTD | -13.6% | -59.6% | +46.0% | -11.8% |
| 1Y | -6.0% | -78.0% | +72.0% | -2.6% |
| All | +57.1% | -92.8% | +149.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling