-100.0%
SOXS vs LBRT
-16.2%
-83.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | -43.7% | +13.8% | -57.5% | -37.9% |
| 30D | +22.2% | -32.4% | +54.6% | +8.0% |
| 3M | +13.0% | -39.9% | +52.9% | -4.2% |
| 6M | -47.7% | -60.8% | +13.2% | -61.8% |
| YTD | -92.5% | -29.3% | -63.2% | -92.1% |
| 1Y | -93.1% | -18.9% | -74.3% | -92.1% |
| 3Y | -99.7% | -28.0% | -71.7% | -99.6% |
| 5Y | -99.9% | +26.6% | -126.5% | -99.8% |
| All | -100.0% | -16.2% | -83.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling