+4,921.3%
SOXL vs LNT
+148.3%
+4,773.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -1.0% | +4.9% | +4.7% |
| 30D | -14.3% | -4.2% | -10.1% | -11.6% |
| 3M | -45.6% | -6.7% | -38.9% | -43.9% |
| 6M | +117.2% | -3.6% | +120.8% | +114.9% |
| YTD | +189.8% | +5.9% | +184.0% | +163.4% |
| 1Y | +317.7% | +7.3% | +310.5% | +271.8% |
| 3Y | +478.6% | +46.5% | +432.1% | +256.4% |
| 5Y | +169.5% | +32.5% | +137.0% | +82.7% |
| All | +4,921.3% | +148.3% | +4,773.0% | +2,239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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