-62.0%
SOXL vs LBRT
-61.0%
-1.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -1.0% |
| 7D | +60.3% | +13.8% | +46.5% | +38.3% |
| 30D | -48.6% | -32.4% | -16.2% | -13.5% |
| 3M | -53.9% | -39.9% | -14.0% | -11.5% |
| 6M | -62.0% | -60.8% | -1.2% | +59.2% |
| All | -62.0% | -61.0% | -1.0% | +59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling