-93.3%
LCID vs BOXX
+18.4%
-111.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -9.3% | +0.1% | -9.4% | -9.5% |
| 30D | -35.4% | +0.3% | -35.7% | -35.9% |
| 3M | -17.1% | +1.0% | -18.1% | -20.4% |
| 6M | -58.9% | +1.9% | -60.9% | -63.4% |
| YTD | -59.6% | +2.6% | -62.2% | -65.6% |
| 1Y | -78.0% | +4.0% | -82.0% | -82.7% |
| 3Y | -92.7% | +14.6% | -107.3% | -96.5% |
| All | -93.3% | +18.4% | -111.7% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling