+57.4%
LMT vs SOXQ
+279.9%
-222.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.1% |
| 7D | -0.5% | +2.3% | -2.9% | -0.5% |
| 30D | -10.8% | -3.9% | -6.9% | -10.8% |
| 3M | +1.6% | -4.7% | +6.3% | +1.3% |
| 6M | -17.6% | +47.9% | -65.4% | -18.8% |
| YTD | +11.6% | +64.3% | -52.7% | +9.7% |
| 1Y | +17.2% | +95.7% | -78.5% | +14.9% |
| 3Y | +35.7% | +231.5% | -195.8% | +29.1% |
| 5Y | +75.2% | +255.0% | -179.8% | +60.0% |
| All | +57.4% | +279.9% | -222.5% | +44.0% |
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