+18.7%
LHX vs LCID
-97.9%
+116.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -4.3% | -9.8% | +5.6% | -3.9% |
| 30D | -15.1% | -35.5% | +20.3% | -13.8% |
| 3M | -21.0% | -18.4% | -2.6% | -21.0% |
| 6M | -32.0% | -60.5% | +28.5% | -30.1% |
| YTD | -15.3% | -60.1% | +44.8% | -13.1% |
| 1Y | -11.1% | -78.8% | +67.7% | -6.7% |
| 3Y | +54.0% | -92.8% | +146.8% | +65.0% |
| All | +18.7% | -97.9% | +116.6% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling