-91.6%
SOXS vs LBRT
-25.0%
-66.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -11.2% | +20.0% | -1.6% |
| 7D | +46.7% | -25.3% | +72.0% | +15.4% |
| 30D | +97.0% | -32.9% | +129.8% | +47.8% |
| 3M | +39.5% | -33.3% | +72.9% | +6.3% |
| 6M | -54.9% | -61.0% | +6.0% | -74.4% |
| YTD | -90.4% | -28.0% | -62.4% | -90.2% |
| 1Y | -91.6% | -21.5% | -70.1% | -90.4% |
| All | -91.6% | -25.0% | -66.6% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling