-0.2%
SOXL vs LBRT
+13.8%
-14.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +2.2% |
| 7D | -23.3% | -15.7% | -7.7% | -9.0% |
| 30D | -59.9% | -34.3% | -25.6% | -42.2% |
| 3M | -56.8% | -40.6% | -16.2% | -32.9% |
| 6M | -68.3% | -62.0% | -6.3% | -33.1% |
| YTD | +33.5% | -31.6% | +65.1% | +89.5% |
| 1Y | +24.8% | -25.8% | +50.6% | +69.3% |
| 3Y | +177.0% | -30.4% | +207.4% | +270.4% |
| 5Y | -0.2% | +18.7% | -18.9% | +0.1% |
| All | -0.2% | +13.8% | -14.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling