-99.9%
SOXS vs LBRT
+16.1%
-116.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +8.1% | -30.4% | -16.2% |
| 7D | -5.1% | -11.9% | +6.9% | -7.4% |
| 30D | +60.4% | -31.9% | +92.3% | +37.1% |
| 3M | +32.7% | -34.9% | +67.6% | +12.8% |
| 6M | -36.2% | -60.7% | +24.5% | -57.1% |
| YTD | -90.9% | -29.2% | -61.7% | -90.6% |
| 1Y | -92.2% | -23.6% | -68.5% | -91.2% |
| 3Y | -99.7% | -26.8% | -72.9% | -99.5% |
| 5Y | -99.9% | +16.3% | -116.2% | -99.8% |
| All | -99.9% | +16.1% | -116.1% | -99.8% |
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