+36.3%
LDOS vs SOXQ
+228.4%
-192.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +1.8% |
| 7D | -5.8% | -2.9% | -3.0% | -5.7% |
| 30D | +11.6% | -20.1% | +31.7% | +13.3% |
| 3M | -1.0% | -18.6% | +17.6% | +0.2% |
| 6M | +5.1% | -14.6% | +19.7% | +4.8% |
| YTD | -24.0% | +42.1% | -66.1% | -29.4% |
| 1Y | -30.3% | +45.2% | -75.4% | -35.4% |
| 3Y | +37.0% | +195.3% | -158.3% | +13.2% |
| 5Y | +53.4% | +174.8% | -121.5% | +21.1% |
| All | +36.3% | +228.4% | -192.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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