+1,066.8%
SOXL vs LBRT
+33.5%
+1,033.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +9.1% |
| 7D | +5.3% | +8.7% | -3.4% | +0.6% |
| 30D | -11.2% | +6.6% | -17.8% | -14.3% |
| 3M | -55.4% | -34.5% | -20.9% | -43.0% |
| 6M | +107.1% | -24.5% | +131.6% | +142.0% |
| YTD | +179.0% | +12.7% | +166.3% | +165.1% |
| 1Y | +357.4% | +94.8% | +262.5% | +222.1% |
| 3Y | +397.5% | +31.9% | +365.6% | +328.7% |
| 5Y | +155.9% | +111.8% | +44.1% | +67.4% |
| All | +1,066.8% | +33.5% | +1,033.4% | +549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling