+207.9%
PHM vs LCID
-96.3%
+304.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.7% | -8.6% | -4.3% |
| 7D | +2.9% | +24.8% | -21.9% | +0.8% |
| 30D | +16.5% | -0.5% | +17.0% | +16.1% |
| 3M | +0.6% | -43.0% | +43.6% | +5.1% |
| 6M | +11.6% | -40.5% | +52.1% | +14.5% |
| YTD | +12.1% | -64.3% | +76.4% | +19.3% |
| 1Y | +9.6% | -78.1% | +87.7% | +21.5% |
| 3Y | +62.3% | -90.1% | +152.3% | +84.6% |
| 5Y | +170.4% | -99.1% | +269.5% | +243.7% |
| All | +207.9% | -96.3% | +304.2% | +240.1% |
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