+162.3%
SOXL vs LVS
+8.6%
+153.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.7% |
| 7D | +3.9% | -3.5% | +7.3% | +7.9% |
| 30D | -14.3% | -6.2% | -8.1% | -9.5% |
| 3M | -45.6% | -14.8% | -30.8% | -37.8% |
| 6M | +117.2% | -20.9% | +138.0% | +166.6% |
| YTD | +189.8% | -33.0% | +222.9% | +316.5% |
| 1Y | +317.7% | -20.0% | +337.8% | +379.9% |
| 3Y | +478.6% | -6.9% | +485.6% | +462.3% |
| All | +162.3% | +8.6% | +153.7% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 5y: compounded portfolio wealth divided by compounded LVS 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…
5y analysis · Full analysis span regression · 6 months rolling