+47.9%
LH vs SOXQ
+286.7%
-238.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.2% |
| 7D | -4.7% | +0.8% | -5.5% | -4.8% |
| 30D | -3.5% | -4.6% | +1.1% | -2.9% |
| 3M | +17.7% | -10.2% | +27.9% | +18.6% |
| 6M | +15.8% | +49.7% | -33.9% | +5.8% |
| YTD | +25.1% | +67.2% | -42.1% | +11.7% |
| 1Y | +12.5% | +98.0% | -85.5% | -3.2% |
| 3Y | +59.8% | +237.2% | -177.4% | +17.6% |
| 5Y | +27.1% | +261.3% | -234.2% | -12.6% |
| All | +47.9% | +286.7% | -238.8% | +0.1% |
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