+156.4%
SOXL vs LDOS
+32.3%
+124.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -2.3% | +14.8% | +12.9% |
| 7D | -40.3% | -7.2% | -33.1% | -39.6% |
| 30D | -71.1% | +16.8% | -87.9% | -72.6% |
| 3M | -65.2% | -1.6% | -63.6% | -65.5% |
| 6M | -72.3% | -1.0% | -71.3% | -72.0% |
| YTD | +9.4% | -25.8% | +35.2% | +28.0% |
| 1Y | +7.0% | -31.1% | +38.0% | +33.7% |
| 3Y | +156.4% | +32.8% | +123.6% | +103.0% |
| All | +156.4% | +32.3% | +124.1% | +103.0% |
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