+174.3%
PHM vs LCID
-99.2%
+273.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.9% | +1.5% |
| 7D | +3.5% | +20.0% | -16.5% | +1.1% |
| 30D | +21.2% | -5.0% | +26.2% | +21.4% |
| 3M | +2.5% | -48.9% | +51.3% | +9.8% |
| 6M | +16.1% | -43.2% | +59.3% | +20.6% |
| YTD | +16.6% | -65.9% | +82.6% | +27.4% |
| 1Y | +14.4% | -79.2% | +93.6% | +32.3% |
| 3Y | +71.9% | -90.4% | +162.3% | +105.3% |
| 5Y | +174.3% | -99.2% | +273.5% | +311.9% |
| All | +174.3% | -99.2% | +273.6% | +311.9% |
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