+95.3%
LSCC vs SOXQ
+190.9%
-95.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +5.0% | -5.7% | +10.7% | +11.4% |
| 30D | -11.7% | -20.5% | +8.7% | +13.3% |
| 3M | -13.3% | -16.6% | +3.3% | +6.5% |
| 6M | -12.5% | -15.0% | +2.4% | +4.5% |
| YTD | +51.2% | +41.5% | +9.7% | +4.0% |
| 1Y | +65.9% | +40.2% | +25.7% | +14.6% |
| 3Y | +95.3% | +183.0% | -87.6% | -43.0% |
| All | +95.3% | +190.9% | -95.5% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling