+210.9%
SOXL vs LTH
+150.5%
+60.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -4.0% | +7.9% | +7.6% |
| 30D | -14.3% | -5.3% | -9.0% | -10.5% |
| 3M | -45.6% | +19.0% | -64.6% | -55.4% |
| 6M | +117.2% | +55.8% | +61.4% | +40.5% |
| YTD | +189.8% | +56.1% | +133.7% | +86.4% |
| 1Y | +317.7% | +41.3% | +276.5% | +188.9% |
| 3Y | +478.6% | +156.6% | +322.0% | +131.9% |
| All | +210.9% | +150.5% | +60.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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