+4,921.3%
SOXL vs LYV
+564.6%
+4,356.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -1.9% | +5.8% | +6.0% |
| 30D | -14.3% | -8.2% | -6.1% | -6.5% |
| 3M | -45.6% | -1.3% | -44.3% | -46.8% |
| 6M | +117.2% | +2.6% | +114.6% | +105.0% |
| YTD | +189.8% | +19.4% | +170.4% | +126.5% |
| 1Y | +317.7% | -2.2% | +320.0% | +293.4% |
| 3Y | +478.6% | +106.0% | +372.6% | +164.0% |
| 5Y | +169.5% | +97.7% | +71.8% | +49.3% |
| All | +4,921.3% | +564.6% | +4,356.6% | +1,009.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling