+19.7%
LII vs SOXQ
+193.7%
-174.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -1.4% |
| 7D | -2.3% | +2.9% | -5.2% | -3.8% |
| 30D | -1.7% | -13.6% | +11.9% | +3.0% |
| 3M | -18.3% | -12.5% | -5.7% | -15.4% |
| 6M | -32.3% | -12.4% | -20.0% | -31.2% |
| YTD | -27.1% | +49.6% | -76.7% | -41.8% |
| 1Y | -27.2% | +52.0% | -79.1% | -42.5% |
| 3Y | -8.9% | +199.1% | -208.0% | -49.7% |
| 5Y | +19.7% | +192.6% | -173.0% | -38.8% |
| All | +19.7% | +193.7% | -174.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling