+4,692.2%
SOXL vs LITE
+2,521.3%
+2,170.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.0% | -5.9% | -6.4% |
| 7D | +16.4% | +12.6% | +3.8% | +2.3% |
| 30D | -12.1% | +9.9% | -22.0% | -22.0% |
| 3M | -41.7% | +9.3% | -51.0% | -42.9% |
| 6M | +157.4% | +75.2% | +82.2% | +45.2% |
| YTD | +193.3% | +165.5% | +27.8% | -5.5% |
| 1Y | +355.3% | +555.0% | -199.6% | -51.4% |
| 3Y | +484.2% | +1,870.5% | -1,386.3% | -80.8% |
| 5Y | +182.7% | +1,009.8% | -827.2% | -78.4% |
| 10Y | +4,692.2% | +2,502.5% | +2,189.8% | +136.6% |
| All | +4,692.2% | +2,521.3% | +2,170.9% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 10y: compounded portfolio wealth divided by compounded LITE 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…
10y analysis · Full analysis span regression · 6 months rolling