+478.6%
SOXL vs LEN
-27.3%
+505.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.1% | +3.3% |
| 7D | +3.9% | -4.8% | +8.6% | +8.3% |
| 30D | -14.3% | -6.6% | -7.7% | -9.8% |
| 3M | -45.6% | -15.7% | -29.9% | -38.0% |
| 6M | +117.2% | -16.6% | +133.8% | +156.2% |
| YTD | +189.8% | -21.3% | +211.2% | +250.9% |
| 1Y | +317.7% | -42.0% | +359.8% | +550.5% |
| 3Y | +478.6% | -27.9% | +506.5% | +475.3% |
| All | +478.6% | -27.3% | +505.9% | +475.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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