+2,202.2%
SOXL vs LDOS
+228.4%
+1,973.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +1.2% |
| 7D | +60.3% | -3.5% | +63.8% | +65.2% |
| 30D | -48.6% | +9.5% | -58.2% | -54.7% |
| 3M | -53.9% | -6.3% | -47.6% | -54.1% |
| 6M | -62.0% | +2.8% | -64.8% | -67.5% |
| YTD | +56.0% | -26.6% | +82.7% | +81.2% |
| 1Y | +50.0% | -31.3% | +81.3% | +89.5% |
| 3Y | +223.8% | +30.9% | +192.8% | +67.1% |
| 5Y | +6.7% | +49.4% | -42.7% | -56.5% |
| All | +2,202.2% | +228.4% | +1,973.8% | +331.8% |
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