+395.3%
PH vs LCID
-95.5%
+490.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +0.4% | +1.8% | -1.4% | +0.3% |
| 30D | -10.8% | -34.2% | +23.4% | -8.0% |
| 3M | +8.5% | -9.1% | +17.6% | +7.7% |
| 6M | +3.9% | -52.6% | +56.5% | +8.3% |
| YTD | +9.4% | -56.2% | +65.6% | +14.4% |
| 1Y | +26.8% | -74.9% | +101.7% | +38.5% |
| 3Y | +140.8% | -92.1% | +232.9% | +176.3% |
| 5Y | +253.8% | -97.6% | +351.3% | +326.6% |
| All | +395.3% | -95.5% | +490.8% | +464.4% |
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