+22.7%
LII vs SOXQ
+283.8%
-261.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | -0.2% |
| 7D | -0.7% | +2.3% | -3.1% | -1.7% |
| 30D | -12.6% | -2.3% | -10.4% | -12.0% |
| 3M | -24.4% | -13.8% | -10.7% | -21.0% |
| 6M | -28.7% | +48.6% | -77.3% | -41.3% |
| YTD | -19.1% | +66.0% | -85.1% | -36.9% |
| 1Y | -29.7% | +107.9% | -137.6% | -50.7% |
| 3Y | +4.8% | +224.1% | -219.4% | -42.4% |
| 5Y | +24.6% | +256.6% | -232.0% | -38.4% |
| All | +22.7% | +283.8% | -261.1% | -40.5% |
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