Stock vs. Benchmark Comparison
Data updated: 2025-10-14 16:56 UTC
Lucid (LCID)
标普500 (SPY)
📈 Cumulative Return
-35.77%
vs Benchmark 16.48%
📊 Volatility (Ann.)
79.6%
Benchmark 19.6%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
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Disclaimer: This analysis is based on historical data and does not constitute investment advice. Securities markets involve risk; invest cautiously. Data updated T+0.
Ann. Excess Return
-31.89%
Beta
1.18
Ann. Alpha
-29.08%
Information Ratio
-0.42
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 31.13%.
- The stock showed negative stock selection ability, with an annualized Alpha of -29.08%.
- A high Beta value (1.18) indicates the stock is more sensitive to market changes and has higher volatility.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- An Information Ratio near zero suggests the stock's risk-adjusted performance is comparable to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
LCID
SPY
Excess/Diff.
Total Return
-35.77%
16.48%
-52.25%
Annualized Return
-13.10%
18.79%
-31.89%
Risk Metrics
Metric
LCID
SPY
Ratio/Diff.
Annualized Volatility
79.58%
19.62%
4.06x
Max Drawdown
53.56%
18.76%
2.86x
Sharpe Ratio
-0.20
0.80
-1.01
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.18
Higher than market
High Volatility
Annualized Alpha
-29.08%
Negative Alpha
Poor
Information Ratio
-0.42
Moderate IR
Fair
Correlation Coeff.
0.29
Weakly Correlated
Weak Link
R-Squared
8.45%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
115.25%
Outperforms in up markets
Down Capture Ratio
155.25%
Falls more than market