+162.3%
SOXL vs LQD
-6.0%
+168.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.4% |
| 7D | +3.9% | -1.1% | +5.0% | +8.3% |
| 30D | -14.3% | -1.3% | -13.0% | -10.2% |
| 3M | -45.6% | -3.2% | -42.4% | -38.3% |
| 6M | +117.2% | -2.1% | +119.3% | +146.3% |
| YTD | +189.8% | -2.4% | +192.2% | +232.1% |
| 1Y | +317.7% | -2.7% | +320.4% | +383.4% |
| 3Y | +478.6% | +14.2% | +464.4% | +300.3% |
| All | +162.3% | -6.0% | +168.3% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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