+1,152.3%
SOXL vs LBRT
+43.0%
+1,109.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +0.4% |
| 7D | +18.4% | +10.2% | +8.2% | +12.4% |
| 30D | -3.2% | +4.9% | -8.0% | -5.3% |
| 3M | -37.6% | -21.2% | -16.4% | -29.1% |
| 6M | +136.1% | -19.9% | +156.0% | +166.4% |
| YTD | +199.5% | +20.8% | +178.7% | +174.2% |
| 1Y | +363.2% | +123.5% | +239.7% | +203.9% |
| 3Y | +496.5% | +30.9% | +465.5% | +414.9% |
| 5Y | +184.8% | +136.3% | +48.5% | +76.3% |
| All | +1,152.3% | +43.0% | +1,109.3% | +571.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling