-95.1%
SPXS vs LCID
-95.9%
+0.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.5% |
| 7D | +6.4% | -9.1% | +15.5% | +4.7% |
| 30D | +6.0% | -37.6% | +43.6% | -2.2% |
| 3M | -11.6% | -11.1% | -0.6% | -10.8% |
| 6M | -28.7% | -59.2% | +30.5% | -36.8% |
| YTD | -26.3% | -60.5% | +34.2% | -34.1% |
| 1Y | -34.9% | -78.5% | +43.6% | -47.3% |
| 3Y | -79.5% | -92.8% | +13.4% | -84.5% |
| 5Y | -85.9% | -97.9% | +12.0% | -90.3% |
| All | -95.1% | -95.9% | +0.8% | -96.9% |
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