+162.3%
SOXL vs LYV
+93.4%
+68.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -1.9% | +5.8% | +6.4% |
| 30D | -14.3% | -8.2% | -6.1% | -5.1% |
| 3M | -45.6% | -1.3% | -44.3% | -47.2% |
| 6M | +117.2% | +2.6% | +114.6% | +101.1% |
| YTD | +189.8% | +19.4% | +170.4% | +113.1% |
| 1Y | +317.7% | -2.2% | +320.0% | +287.1% |
| 3Y | +478.6% | +106.0% | +372.6% | +107.2% |
| All | +162.3% | +93.4% | +68.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling