+4,921.3%
SOXL vs LH
+183.3%
+4,738.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +3.2% |
| 7D | +3.9% | -4.7% | +8.6% | +11.1% |
| 30D | -14.3% | -3.5% | -10.8% | -10.4% |
| 3M | -45.6% | +17.7% | -63.3% | -58.9% |
| 6M | +117.2% | +15.8% | +101.4% | +64.4% |
| YTD | +189.8% | +25.1% | +164.7% | +94.2% |
| 1Y | +317.7% | +12.5% | +305.2% | +217.5% |
| 3Y | +478.6% | +59.8% | +418.9% | +150.7% |
| 5Y | +169.5% | +27.1% | +142.4% | +76.6% |
| All | +4,921.3% | +183.3% | +4,738.0% | +1,317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling