+196.5%
SOXL vs LDOS
+30.5%
+166.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.4% | -10.6% | -10.9% |
| 7D | +26.9% | -1.6% | +28.5% | +27.2% |
| 30D | -47.2% | +8.2% | -55.5% | -48.9% |
| 3M | -59.9% | -8.2% | -51.7% | -59.2% |
| 6M | -68.3% | +5.8% | -74.2% | -69.4% |
| YTD | +38.8% | -27.0% | +65.8% | +62.7% |
| 1Y | +48.8% | -31.0% | +79.8% | +83.8% |
| 3Y | +196.5% | +29.3% | +167.2% | +162.4% |
| All | +196.5% | +30.5% | +166.0% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling