-100.0%
SOXS vs LCID
-95.9%
-4.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -5.2% |
| 7D | -4.7% | -9.8% | +5.1% | -8.4% |
| 30D | +7.7% | -35.5% | +43.2% | -7.8% |
| 3M | -10.2% | -18.4% | +8.2% | -13.0% |
| 6M | -99.2% | -60.5% | -38.7% | -99.3% |
| YTD | -99.5% | -60.1% | -39.4% | -99.6% |
| 1Y | -99.8% | -78.8% | -21.0% | -99.8% |
| 3Y | -100.0% | -92.8% | -7.2% | -100.0% |
| 5Y | -100.0% | -97.9% | -2.1% | -100.0% |
| All | -100.0% | -95.9% | -4.1% | -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