+4,921.3%
SOXL vs LNG
+562.2%
+4,359.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +3.9% | -4.7% | +8.5% | +7.6% |
| 30D | -14.3% | +3.8% | -18.1% | -18.2% |
| 3M | -45.6% | +16.2% | -61.8% | -54.7% |
| 6M | +117.2% | +11.7% | +105.5% | +76.0% |
| YTD | +189.8% | +44.2% | +145.6% | +80.1% |
| 1Y | +317.7% | +18.6% | +299.2% | +212.2% |
| 3Y | +478.6% | +77.4% | +401.2% | +191.4% |
| 5Y | +169.5% | +232.3% | -62.8% | -31.1% |
| All | +4,921.3% | +562.2% | +4,359.1% | +739.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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