+7,555.7%
SOXL vs LDOS
+454.2%
+7,101.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -2.3% | +14.8% | +14.9% |
| 7D | -40.3% | -7.2% | -33.1% | -36.4% |
| 30D | -71.1% | +16.8% | -87.9% | -76.6% |
| 3M | -65.2% | -1.6% | -63.6% | -67.3% |
| 6M | -72.3% | -1.0% | -71.3% | -75.6% |
| YTD | +9.4% | -25.8% | +35.2% | +24.1% |
| 1Y | +7.0% | -31.1% | +38.0% | +32.6% |
| 3Y | +156.4% | +32.8% | +123.6% | +35.3% |
| 5Y | -22.2% | +49.4% | -71.5% | -66.1% |
| 10Y | +1,682.4% | +253.9% | +1,428.5% | +234.7% |
| All | +7,555.7% | +454.2% | +7,101.4% | +619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling