+45.7%
LH vs SOXQ
+279.9%
-234.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -4.0% |
| 7D | -7.4% | +2.3% | -9.7% | -7.7% |
| 30D | -4.6% | -3.9% | -0.7% | -4.1% |
| 3M | +14.5% | -4.7% | +19.2% | +14.2% |
| 6M | +14.8% | +47.9% | -33.1% | +5.0% |
| YTD | +23.3% | +64.3% | -41.1% | +10.4% |
| 1Y | +13.6% | +95.7% | -82.1% | -2.1% |
| 3Y | +56.3% | +231.5% | -175.2% | +15.4% |
| 5Y | +25.2% | +255.0% | -229.8% | -13.7% |
| All | +45.7% | +279.9% | -234.2% | -1.1% |
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 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