+48.9%
SOXL vs LTH
+180.7%
-131.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.2% | -13.2% | -12.8% |
| 7D | +26.9% | -1.3% | +28.1% | +27.7% |
| 30D | -47.2% | +15.7% | -62.9% | -54.7% |
| 3M | -59.9% | +5.0% | -64.8% | -63.0% |
| 6M | -68.3% | +37.7% | -106.0% | -77.8% |
| YTD | +38.8% | +75.0% | -36.2% | -21.9% |
| 1Y | +48.8% | +82.6% | -33.8% | -19.8% |
| 3Y | +196.5% | +241.3% | -44.8% | -10.5% |
| 5Y | -5.0% | +135.4% | -140.5% | -68.3% |
| All | +48.9% | +180.7% | -131.8% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling