+196.5%
SOXL vs LLY
+148.2%
+48.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -11.5% |
| 7D | +26.9% | +6.7% | +20.1% | +23.9% |
| 30D | -47.2% | +19.6% | -66.8% | -50.7% |
| 3M | -59.9% | +19.7% | -79.6% | -62.9% |
| 6M | -68.3% | +42.7% | -111.1% | -74.5% |
| YTD | +38.8% | +35.1% | +3.7% | +12.4% |
| 1Y | +48.8% | +42.2% | +6.6% | +15.5% |
| 3Y | +196.5% | +140.8% | +55.7% | +118.9% |
| All | +196.5% | +148.2% | +48.3% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling