+19,165.6%
SOXL vs LQD
+80.8%
+19,084.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -6.2% |
| 7D | +8.5% | -1.1% | +9.5% | +11.1% |
| 30D | -13.0% | -1.1% | -11.8% | -10.8% |
| 3M | -35.9% | -2.3% | -33.6% | -32.1% |
| 6M | +112.1% | -2.9% | +114.9% | +132.0% |
| YTD | +175.4% | -2.3% | +177.7% | +198.7% |
| 1Y | +304.9% | -2.2% | +307.1% | +338.0% |
| 3Y | +448.6% | +14.0% | +434.5% | +359.1% |
| 5Y | +156.1% | -5.8% | +161.9% | +184.9% |
| 10Y | +4,957.3% | +22.2% | +4,935.1% | +5,642.5% |
| All | +19,165.6% | +80.8% | +19,084.8% | +37,139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling