-100.0%
SOXS vs LBRT
+21.3%
-121.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.5% | -11.7% | -9.1% |
| 7D | -7.0% | +8.7% | -15.7% | -1.0% |
| 30D | +2.8% | +6.6% | -3.8% | +8.9% |
| 3M | -9.8% | -34.5% | +24.6% | -26.0% |
| 6M | -99.2% | -24.5% | -74.7% | -99.2% |
| YTD | -99.5% | +12.7% | -112.2% | -99.3% |
| 1Y | -99.8% | +94.8% | -194.6% | -99.5% |
| All | -100.0% | +21.3% | -121.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling