+484.2%
SOXL vs LSCC
+27.3%
+456.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +3.0% |
| 7D | +16.4% | +5.2% | +11.2% | +7.9% |
| 30D | -12.1% | -9.6% | -2.5% | +4.3% |
| 3M | -41.7% | -17.8% | -23.9% | -6.5% |
| 6M | +157.4% | +37.4% | +120.0% | +125.3% |
| YTD | +193.3% | +59.7% | +133.6% | +107.1% |
| 1Y | +355.3% | +76.2% | +279.1% | +188.3% |
| 3Y | +484.2% | +28.2% | +456.0% | +461.1% |
| All | +484.2% | +27.3% | +456.9% | +461.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling