+33.2%
LDOS vs SOXQ
+206.9%
-173.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.6% |
| 7D | -7.2% | -12.2% | +5.0% | -6.4% |
| 30D | +16.8% | -28.2% | +45.0% | +19.6% |
| 3M | -1.6% | -22.1% | +20.5% | -0.1% |
| 6M | -1.0% | -18.1% | +17.2% | -1.0% |
| YTD | -25.8% | +32.7% | -58.5% | -30.6% |
| 1Y | -31.1% | +34.1% | -65.2% | -35.8% |
| 3Y | +32.8% | +176.7% | -143.9% | +10.3% |
| 5Y | +49.4% | +159.9% | -110.5% | +18.7% |
| All | +33.2% | +206.9% | -173.6% | +7.2% |
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