-71.0%
LCID vs BOXX
+4.0%
-75.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +2.3% |
| 7D | -6.6% | +0.1% | -6.6% | -5.9% |
| 30D | -30.1% | +0.4% | -30.5% | -27.3% |
| 3M | -17.6% | +1.0% | -18.6% | -14.4% |
| 6M | -54.4% | +2.0% | -56.4% | -59.5% |
| YTD | -55.7% | +2.6% | -58.4% | -64.2% |
| 1Y | -71.0% | +4.1% | -75.1% | -79.0% |
| All | -71.0% | +4.0% | -75.1% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling