+33.2%
LDOS vs SOXQ
+283.8%
-250.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | +0.2% |
| 7D | -5.4% | +2.3% | -7.8% | -5.6% |
| 30D | +4.9% | -2.3% | +7.1% | +5.0% |
| 3M | +7.2% | -13.8% | +20.9% | +8.0% |
| 6M | -24.2% | +48.6% | -72.9% | -28.9% |
| YTD | -25.8% | +66.0% | -91.8% | -31.5% |
| 1Y | -24.7% | +107.9% | -132.6% | -32.8% |
| 3Y | +39.3% | +224.1% | -184.9% | +15.1% |
| 5Y | +43.3% | +256.6% | -213.3% | +13.0% |
| All | +33.2% | +283.8% | -250.6% | +5.7% |
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