+112.1%
SOXL vs LQD
-3.2%
+115.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | +0.6% |
| 7D | +8.5% | -1.1% | +9.5% | +20.7% |
| 30D | -13.0% | -1.1% | -11.8% | -3.9% |
| 3M | -35.9% | -2.3% | -33.6% | -17.8% |
| 6M | +112.1% | -2.9% | +114.9% | +201.4% |
| All | +112.1% | -3.2% | +115.2% | +201.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling