+19,418.6%
SOXL vs LDOS
+454.0%
+18,964.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.3% |
| 7D | +5.3% | -5.4% | +10.7% | +11.8% |
| 30D | -11.2% | +4.9% | -16.1% | -16.9% |
| 3M | -55.4% | +7.2% | -62.5% | -61.3% |
| 6M | +107.1% | -24.2% | +131.4% | +156.4% |
| YTD | +179.0% | -25.8% | +204.8% | +239.0% |
| 1Y | +357.4% | -24.7% | +382.1% | +443.8% |
| 3Y | +397.5% | +39.3% | +358.2% | +163.3% |
| 5Y | +155.9% | +43.3% | +112.6% | +24.0% |
| 10Y | +4,301.6% | +278.6% | +4,023.0% | +713.5% |
| All | +19,418.6% | +454.0% | +18,964.6% | +1,866.0% |
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 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