+357.4%
SOXL vs LLY
+57.1%
+300.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +9.7% |
| 7D | +5.3% | -2.1% | +7.5% | +4.9% |
| 30D | -11.2% | -1.6% | -9.6% | -11.3% |
| 3M | -55.4% | +2.3% | -57.6% | -55.8% |
| 6M | +107.1% | +14.9% | +92.2% | +95.7% |
| YTD | +179.0% | +7.5% | +171.6% | +169.2% |
| 1Y | +357.4% | +55.7% | +301.7% | +280.0% |
| All | +357.4% | +57.1% | +300.3% | +280.0% |
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