+162.3%
SOXL vs LMT
+72.2%
+90.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.3% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -14.3% | -13.1% | -1.2% | -13.8% |
| 3M | -45.6% | -3.9% | -41.7% | -45.4% |
| 6M | +117.2% | -18.3% | +135.4% | +125.2% |
| YTD | +189.8% | +10.3% | +179.5% | +184.5% |
| 1Y | +317.7% | +14.2% | +303.5% | +308.3% |
| 3Y | +478.6% | +35.0% | +443.6% | +421.4% |
| All | +162.3% | +72.2% | +90.1% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 5y: compounded portfolio wealth divided by compounded LMT 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…
5y analysis · Full analysis span regression · 6 months rolling