+177.0%
SOXL vs LBRT
-30.4%
+207.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +2.6% |
| 7D | -23.3% | -15.7% | -7.7% | -7.1% |
| 30D | -59.9% | -34.3% | -25.6% | -39.6% |
| 3M | -56.8% | -40.6% | -16.2% | -29.4% |
| 6M | -68.3% | -62.0% | -6.3% | -27.3% |
| YTD | +33.5% | -31.6% | +65.1% | +95.5% |
| 1Y | +24.8% | -25.8% | +50.6% | +73.6% |
| 3Y | +177.0% | -30.4% | +207.4% | +296.4% |
| All | +177.0% | -30.4% | +207.4% | +296.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling