+182.7%
SOXL vs LII
+25.8%
+156.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +7.3% |
| 7D | +16.4% | +2.1% | +14.3% | +12.3% |
| 30D | -12.1% | -12.4% | +0.3% | +7.5% |
| 3M | -41.7% | -24.8% | -16.9% | -12.1% |
| 6M | +157.4% | -25.2% | +182.6% | +310.1% |
| YTD | +193.3% | -20.3% | +213.5% | +302.3% |
| 1Y | +355.3% | -32.9% | +388.3% | +728.1% |
| 3Y | +484.2% | +2.0% | +482.1% | +459.0% |
| 5Y | +182.7% | +24.4% | +158.2% | +79.7% |
| All | +182.7% | +25.8% | +156.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 5y: compounded portfolio wealth divided by compounded LII 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…
5y analysis · Full analysis span regression · 6 months rolling