+20,174.1%
SOXL vs LUMN
-43.9%
+20,218.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.4% |
| 7D | +3.9% | +2.5% | +1.4% | +2.7% |
| 30D | -14.3% | +10.3% | -24.6% | -17.9% |
| 3M | -45.6% | -18.3% | -27.4% | -39.3% |
| 6M | +117.2% | +4.4% | +112.8% | +124.5% |
| YTD | +189.8% | -10.7% | +200.5% | +214.9% |
| 1Y | +317.7% | +14.0% | +303.8% | +312.3% |
| 3Y | +478.6% | +406.6% | +72.1% | +70.4% |
| 5Y | +169.5% | -36.8% | +206.3% | +216.3% |
| 10Y | +5,222.1% | -56.2% | +5,278.2% | +6,114.5% |
| All | +20,174.1% | -43.9% | +20,218.1% | +6,633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling