+478.6%
SOXL vs LH
+58.7%
+420.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +4.2% |
| 7D | +3.9% | -4.7% | +8.6% | +7.5% |
| 30D | -14.3% | -3.5% | -10.8% | -12.3% |
| 3M | -45.6% | +17.7% | -63.3% | -52.7% |
| 6M | +117.2% | +15.8% | +101.4% | +89.5% |
| YTD | +189.8% | +25.1% | +164.7% | +133.4% |
| 1Y | +317.7% | +12.5% | +305.2% | +268.9% |
| 3Y | +478.6% | +59.8% | +418.9% | +295.3% |
| All | +478.6% | +58.7% | +420.0% | +295.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling