+55.9%
SOXL vs LHX
-8.3%
+64.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.5% | -2.4% | -11.1% |
| 7D | -37.9% | -0.3% | -37.6% | -37.6% |
| 30D | -59.4% | +9.7% | -69.1% | -57.4% |
| 3M | -52.3% | -8.5% | -43.8% | -51.7% |
| 6M | -47.7% | -15.1% | -32.6% | -47.0% |
| YTD | +58.8% | -10.4% | +69.2% | +42.9% |
| 1Y | +55.9% | -9.3% | +65.2% | +37.6% |
| All | +55.9% | -8.3% | +64.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling