+192.7%
PHM vs LCID
-95.4%
+288.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -3.2% | -6.6% | +3.4% | -2.6% |
| 30D | -6.4% | -30.1% | +23.7% | -3.6% |
| 3M | +5.5% | -17.6% | +23.1% | +5.8% |
| 6M | -5.4% | -54.4% | +49.0% | -0.6% |
| YTD | +6.6% | -55.7% | +62.3% | +11.8% |
| 1Y | -8.8% | -71.0% | +62.2% | -1.1% |
| 3Y | +54.1% | -92.6% | +146.8% | +79.6% |
| 5Y | +144.5% | -97.6% | +242.1% | +202.2% |
| All | +192.7% | -95.4% | +288.2% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling