-100.0%
SOXS vs LCID
-97.1%
-2.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -9.2% | +20.3% | +7.4% |
| 7D | -28.4% | -10.2% | -18.2% | -30.3% |
| 30D | +19.4% | -10.2% | +29.6% | +19.5% |
| 3M | +28.2% | -54.1% | +82.3% | +2.1% |
| 6M | -37.7% | -53.8% | +16.0% | -47.2% |
| YTD | -91.6% | -72.0% | -19.6% | -93.8% |
| 1Y | -93.1% | -80.5% | -12.5% | -95.5% |
| 3Y | -99.7% | -92.6% | -7.1% | -99.8% |
| 5Y | -99.9% | -99.3% | -0.6% | -100.0% |
| All | -100.0% | -97.1% | -2.9% | -100.0% |
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