+37.8%
LDOS vs SOXQ
+227.1%
-189.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.9% | -5.7% | +7.6% | +2.2% |
| 30D | +12.8% | -20.5% | +33.2% | +14.5% |
| 3M | -1.0% | -16.6% | +15.6% | 0.0% |
| 6M | +6.2% | -15.0% | +21.2% | +6.0% |
| YTD | -23.2% | +41.5% | -64.7% | -28.6% |
| 1Y | -29.5% | +40.2% | -69.7% | -34.4% |
| 3Y | +37.1% | +183.0% | -145.9% | +13.9% |
| 5Y | +55.6% | +181.3% | -125.7% | +23.2% |
| All | +37.8% | +227.1% | -189.3% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling