+136.1%
SOXL vs LH
+20.2%
+115.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.2% |
| 7D | +18.4% | -3.2% | +21.5% | +15.6% |
| 30D | -3.2% | +0.1% | -3.3% | -2.9% |
| 3M | -37.6% | +18.6% | -56.2% | -21.2% |
| 6M | +136.1% | +17.9% | +118.1% | +210.5% |
| All | +136.1% | +20.2% | +115.8% | +210.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling