+136.1%
SOXL vs LVS
-17.2%
+153.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.0% |
| 7D | +18.4% | -2.7% | +21.1% | +18.1% |
| 30D | -3.2% | -4.7% | +1.5% | -3.5% |
| 3M | -37.6% | -15.6% | -22.0% | -32.6% |
| 6M | +136.1% | -18.6% | +154.7% | +135.0% |
| All | +136.1% | -17.2% | +153.3% | +135.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling