+1,924.8%
SOXL vs LDOS
+262.7%
+1,662.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.3% | +19.9% | +20.0% |
| 7D | -17.6% | -5.8% | -11.7% | -13.4% |
| 30D | -59.8% | +11.6% | -71.4% | -65.0% |
| 3M | -59.9% | -1.0% | -58.9% | -62.1% |
| 6M | -68.2% | +5.1% | -73.3% | -73.3% |
| YTD | +33.8% | -24.0% | +57.8% | +51.0% |
| 1Y | +34.7% | -30.3% | +65.0% | +69.0% |
| 3Y | +211.0% | +37.0% | +174.1% | +54.3% |
| 5Y | -8.6% | +53.4% | -61.9% | -63.2% |
| 10Y | +1,924.8% | +252.0% | +1,672.9% | +316.6% |
| All | +1,924.8% | +262.7% | +1,662.2% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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