+10,813.1%
SOXL vs LLY
+6,004.5%
+4,808.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +60.3% | +4.6% | +55.8% | +55.1% |
| 30D | -48.6% | +22.4% | -71.0% | -57.2% |
| 3M | -53.9% | +17.1% | -71.0% | -60.9% |
| 6M | -62.0% | +44.6% | -106.6% | -75.1% |
| YTD | +56.0% | +33.5% | +22.6% | +4.6% |
| 1Y | +50.0% | +41.1% | +8.9% | -5.4% |
| 3Y | +223.8% | +143.8% | +80.0% | +10.2% |
| 5Y | +6.7% | +473.4% | -466.7% | -87.0% |
| 10Y | +2,163.6% | +2,035.0% | +128.6% | -50.0% |
| All | +10,813.1% | +6,004.5% | +4,808.6% | -80.2% |
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