+1,948.9%
SOXL vs LLY
+2,052.4%
-103.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -11.9% |
| 7D | +26.9% | +6.7% | +20.1% | +21.7% |
| 30D | -47.2% | +19.6% | -66.8% | -53.5% |
| 3M | -59.9% | +19.7% | -79.6% | -65.4% |
| 6M | -68.3% | +42.7% | -111.1% | -77.4% |
| YTD | +38.8% | +35.1% | +3.7% | -0.4% |
| 1Y | +48.8% | +42.2% | +6.6% | +1.8% |
| 3Y | +196.5% | +140.8% | +55.7% | +25.5% |
| 5Y | -5.0% | +480.6% | -485.6% | -83.4% |
| All | +1,948.9% | +2,052.4% | -103.6% | +9.1% |
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