-4.8%
SOXL vs LITE
+547.2%
-552.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.5% | -6.5% | -6.1% |
| 7D | +26.9% | +10.8% | +16.1% | +15.6% |
| 30D | -47.2% | -33.4% | -13.8% | -8.9% |
| 3M | -59.9% | -32.2% | -27.6% | -32.6% |
| 6M | -68.3% | -42.1% | -26.2% | -32.8% |
| YTD | +38.8% | +61.9% | -23.0% | -21.2% |
| 1Y | +48.8% | +163.0% | -114.2% | -56.2% |
| 3Y | +196.5% | +1,358.0% | -1,161.5% | -92.0% |
| All | -4.8% | +547.2% | -552.0% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling