-25.4%
SOXL vs LITE
+477.4%
-502.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.7% | +6.8% | +6.3% |
| 7D | -40.3% | -35.9% | -4.4% | +1.3% |
| 30D | -71.1% | -51.5% | -19.5% | -31.0% |
| 3M | -65.2% | -35.7% | -29.5% | -40.2% |
| 6M | -72.3% | -43.0% | -29.3% | -41.5% |
| YTD | +9.4% | +46.1% | -36.7% | -31.8% |
| 1Y | +7.0% | +124.7% | -117.8% | -63.1% |
| 3Y | +156.4% | +1,172.1% | -1,015.7% | -92.1% |
| All | -25.4% | +477.4% | -502.8% | -88.1% |
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