+733.0%
SOXL vs LCID
-95.9%
+828.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.9% |
| 7D | +3.9% | -9.8% | +13.7% | +7.8% |
| 30D | -14.3% | -35.5% | +21.2% | +1.1% |
| 3M | -45.6% | -18.4% | -27.2% | -46.4% |
| 6M | +117.2% | -60.5% | +177.7% | +185.9% |
| YTD | +189.8% | -60.1% | +249.9% | +276.7% |
| 1Y | +317.7% | -78.8% | +396.5% | +593.6% |
| 3Y | +478.6% | -92.8% | +571.4% | +1,163.3% |
| 5Y | +169.5% | -97.9% | +267.4% | +862.3% |
| All | +733.0% | -95.9% | +828.9% | +2,719.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling