+199.4%
PHM vs LCID
-97.1%
+296.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +0.9% |
| 7D | -4.1% | -10.2% | +6.0% | -3.4% |
| 30D | +16.1% | -10.2% | +26.3% | +16.8% |
| 3M | -2.5% | -54.1% | +51.6% | +3.7% |
| 6M | +12.9% | -53.8% | +66.7% | +18.4% |
| YTD | +9.0% | -72.0% | +81.1% | +18.5% |
| 1Y | +8.2% | -80.5% | +88.7% | +21.1% |
| 3Y | +58.4% | -92.6% | +151.0% | +84.6% |
| 5Y | +159.2% | -99.3% | +258.5% | +236.9% |
| All | +199.4% | -97.1% | +296.5% | +237.7% |
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 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