-100.0%
SOXS vs LCID
-95.5%
-4.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -5.3% |
| 7D | -15.6% | +1.8% | -17.3% | -14.9% |
| 30D | +4.8% | -34.2% | +39.0% | -9.6% |
| 3M | -21.6% | -9.1% | -12.5% | -19.4% |
| 6M | -99.3% | -52.6% | -46.7% | -99.4% |
| YTD | -99.5% | -56.2% | -43.3% | -99.5% |
| 1Y | -99.8% | -74.9% | -24.9% | -99.8% |
| 3Y | -100.0% | -92.1% | -7.9% | -100.0% |
| 5Y | -100.0% | -97.6% | -2.4% | -100.0% |
| All | -100.0% | -95.5% | -4.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling