+158.5%
SOXL vs LDOS
+43.9%
+114.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.6% |
| 7D | +5.3% | -5.4% | +10.7% | +8.4% |
| 30D | -11.2% | +4.9% | -16.1% | -14.0% |
| 3M | -55.4% | +7.2% | -62.5% | -57.6% |
| 6M | +107.1% | -24.2% | +131.4% | +145.2% |
| YTD | +179.0% | -25.8% | +204.8% | +227.4% |
| 1Y | +357.4% | -24.7% | +382.1% | +429.5% |
| 3Y | +397.5% | +39.3% | +358.2% | +243.3% |
| All | +158.5% | +43.9% | +114.6% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling