-100.0%
SOXS vs LBRT
+116.2%
-216.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.8% | -2.3% |
| 7D | -15.6% | +6.9% | -22.5% | -11.6% |
| 30D | +4.8% | +7.8% | -3.0% | +11.3% |
| 3M | -21.6% | -25.3% | +3.6% | -29.5% |
| 6M | -99.3% | -19.6% | -79.8% | -99.3% |
| YTD | -99.5% | +17.2% | -116.7% | -99.4% |
| 1Y | -99.8% | +114.1% | -213.9% | -99.5% |
| 3Y | -100.0% | +27.0% | -127.0% | -100.0% |
| 5Y | -100.0% | +128.3% | -228.3% | -100.0% |
| All | -100.0% | +116.2% | -216.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling