+20,174.1%
SOXL vs LULU
+491.9%
+19,682.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.1% | +3.3% |
| 7D | +3.9% | -1.6% | +5.5% | +5.5% |
| 30D | -14.3% | -18.1% | +3.8% | -3.7% |
| 3M | -45.6% | -18.8% | -26.8% | -42.3% |
| 6M | +117.2% | -39.2% | +156.4% | +203.4% |
| YTD | +189.8% | -52.4% | +242.2% | +395.7% |
| 1Y | +317.7% | -40.3% | +358.0% | +466.2% |
| 3Y | +478.6% | -75.1% | +553.7% | +1,591.8% |
| 5Y | +169.5% | -76.7% | +246.2% | +895.4% |
| 10Y | +5,222.1% | +52.7% | +5,169.3% | +5,887.4% |
| All | +20,174.1% | +491.9% | +19,682.2% | +5,753.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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