+196.5%
SOXL vs LCID
-92.2%
+288.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -9.2% | -1.8% | -7.5% |
| 7D | +26.9% | -10.2% | +37.0% | +32.3% |
| 30D | -47.2% | -10.2% | -37.1% | -44.3% |
| 3M | -59.9% | -54.1% | -5.7% | -46.0% |
| 6M | -68.3% | -53.8% | -14.6% | -60.1% |
| YTD | +38.8% | -72.0% | +110.9% | +109.5% |
| 1Y | +48.8% | -80.5% | +129.3% | +157.2% |
| 3Y | +196.5% | -92.6% | +289.1% | +624.3% |
| All | +196.5% | -92.2% | +288.7% | +624.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling