+52.2%
PHM vs LCID
-92.3%
+144.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.4% |
| 7D | -2.5% | +1.8% | -4.2% | -2.7% |
| 30D | -9.7% | -34.2% | +24.6% | -5.9% |
| 3M | +2.2% | -9.1% | +11.3% | +1.4% |
| 6M | -5.7% | -52.6% | +46.9% | -0.2% |
| YTD | +2.8% | -56.2% | +59.0% | +9.2% |
| 1Y | -14.4% | -74.9% | +60.5% | -3.8% |
| 3Y | +52.2% | -92.1% | +144.3% | +98.4% |
| All | +52.2% | -92.3% | +144.5% | +98.4% |
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 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