+220.8%
SOXX vs LCID
-93.0%
+313.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.5% |
| 7D | +3.0% | -9.1% | +12.2% | +4.2% |
| 30D | -3.1% | -37.6% | +34.5% | +2.4% |
| 3M | -4.4% | -11.1% | +6.7% | -5.4% |
| 6M | +52.9% | -59.2% | +112.1% | +67.2% |
| YTD | +72.0% | -60.5% | +132.5% | +87.7% |
| 1Y | +105.1% | -78.5% | +183.6% | +140.9% |
| All | +220.8% | -93.0% | +313.7% | +314.8% |
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