+4,671.5%
SOXL vs LLY
+1,583.9%
+3,087.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | +8.5% | -3.2% | +11.6% | +10.8% |
| 30D | -13.0% | -7.4% | -5.5% | -9.3% |
| 3M | -35.9% | -1.0% | -34.9% | -39.3% |
| 6M | +112.1% | +12.5% | +99.6% | +80.1% |
| YTD | +175.4% | +5.0% | +170.4% | +138.3% |
| 1Y | +304.9% | +49.8% | +255.1% | +156.8% |
| 3Y | +448.6% | +95.5% | +353.1% | +169.6% |
| 5Y | +156.1% | +390.7% | -234.6% | -50.1% |
| All | +4,671.5% | +1,583.9% | +3,087.6% | +233.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling