-100.0%
SOXS vs LBRT
+43.0%
-143.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -0.2% |
| 7D | -16.6% | +10.2% | -26.8% | -11.8% |
| 30D | -4.4% | +4.9% | -9.2% | -0.6% |
| 3M | -26.2% | -21.2% | -5.0% | -30.4% |
| 6M | -99.3% | -19.9% | -79.3% | -99.3% |
| YTD | -99.5% | +20.8% | -120.3% | -99.4% |
| 1Y | -99.8% | +123.5% | -223.3% | -99.6% |
| 3Y | -100.0% | +30.9% | -130.9% | -100.0% |
| 5Y | -100.0% | +136.3% | -236.3% | -100.0% |
| All | -100.0% | +43.0% | -143.0% | -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