+478.6%
SOXL vs LHX
+54.0%
+424.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.5% |
| 7D | +3.9% | -4.3% | +8.1% | +4.8% |
| 30D | -14.3% | -15.1% | +0.8% | -11.5% |
| 3M | -45.6% | -21.0% | -24.6% | -43.3% |
| 6M | +117.2% | -32.0% | +149.2% | +148.2% |
| YTD | +189.8% | -15.3% | +205.2% | +191.4% |
| 1Y | +317.7% | -11.1% | +328.8% | +309.8% |
| 3Y | +478.6% | +54.0% | +424.6% | +379.5% |
| All | +478.6% | +54.0% | +424.6% | +379.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling