+25.1%
SOXL vs LUMN
-60.4%
+85.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +8.3% | +14.0% | +14.6% |
| 7D | -17.6% | -10.6% | -7.0% | -4.4% |
| 30D | -59.8% | -18.2% | -41.6% | -49.8% |
| 3M | -59.9% | -30.8% | -29.1% | -43.9% |
| 6M | -68.2% | -49.1% | -19.2% | -39.0% |
| YTD | +33.8% | -44.4% | +78.2% | +135.2% |
| All | +25.1% | -60.4% | +85.4% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling