+55.9%
SOXL vs LLY
+60.1%
-4.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -8.5% |
| 7D | -37.9% | +10.1% | -48.0% | -34.6% |
| 30D | -59.4% | +24.0% | -83.5% | -55.0% |
| 3M | -52.3% | +27.3% | -79.6% | -46.5% |
| 6M | -47.7% | +47.0% | -94.6% | -43.9% |
| YTD | +58.8% | +32.6% | +26.2% | +70.2% |
| 1Y | +55.9% | +57.3% | -1.5% | +56.0% |
| All | +55.9% | +60.1% | -4.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling