+19,418.6%
SOXL vs LLY
+4,815.8%
+14,602.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.6% |
| 7D | +5.3% | -2.1% | +7.5% | +7.2% |
| 30D | -11.2% | -1.6% | -9.6% | -11.8% |
| 3M | -55.4% | +2.3% | -57.6% | -59.3% |
| 6M | +107.1% | +14.9% | +92.2% | +67.1% |
| YTD | +179.0% | +7.5% | +171.6% | +128.7% |
| 1Y | +357.4% | +55.7% | +301.7% | +155.7% |
| 3Y | +397.5% | +110.6% | +286.9% | +90.9% |
| 5Y | +155.9% | +363.4% | -207.5% | -62.5% |
| 10Y | +4,301.6% | +1,649.0% | +2,652.6% | +15.3% |
| All | +19,418.6% | +4,815.8% | +14,602.7% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling