-100.0%
SOXS vs LCID
-97.9%
-2.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.2% | +7.1% |
| 7D | -9.4% | -9.1% | -0.3% | -13.2% |
| 30D | +6.2% | -37.6% | +43.8% | -13.2% |
| 3M | -28.0% | -11.1% | -17.0% | -26.7% |
| 6M | -99.2% | -59.2% | -40.0% | -99.3% |
| YTD | -99.5% | -60.5% | -39.0% | -99.5% |
| 1Y | -99.7% | -78.5% | -21.3% | -99.8% |
| 3Y | -100.0% | -92.8% | -7.1% | -100.0% |
| 5Y | -100.0% | -97.9% | -2.1% | -100.0% |
| All | -100.0% | -97.9% | -2.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling