+1,540.5%
SOXL vs LITE
+1,381.7%
+158.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.7% | +6.8% | +6.5% |
| 7D | -40.3% | -35.9% | -4.4% | +0.1% |
| 30D | -71.1% | -51.5% | -19.5% | -32.2% |
| 3M | -65.2% | -35.7% | -29.5% | -40.8% |
| 6M | -72.3% | -43.0% | -29.3% | -42.1% |
| YTD | +9.4% | +46.1% | -36.7% | -28.5% |
| 1Y | +7.0% | +124.7% | -117.8% | -59.0% |
| 3Y | +156.4% | +1,172.1% | -1,015.7% | -85.9% |
| 5Y | -22.2% | +477.0% | -499.2% | -87.5% |
| All | +1,540.5% | +1,381.7% | +158.8% | +59.8% |
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