+357.4%
SOXL vs LHX
-4.2%
+361.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +9.7% |
| 7D | +5.3% | -2.0% | +7.3% | +5.1% |
| 30D | -11.2% | -9.9% | -1.3% | -12.3% |
| 3M | -55.4% | -16.5% | -38.9% | -55.7% |
| 6M | +107.1% | -29.6% | +136.7% | +136.6% |
| YTD | +179.0% | -11.6% | +190.6% | +163.6% |
| 1Y | +357.4% | -4.1% | +361.4% | +359.3% |
| All | +357.4% | -4.2% | +361.6% | +359.3% |
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