-99.8%
SOXS vs LDOS
-26.7%
-73.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.6% |
| 7D | -15.6% | -7.1% | -8.4% | -15.1% |
| 30D | +4.8% | -6.1% | +10.8% | +5.4% |
| 3M | -21.6% | +5.6% | -27.2% | -26.1% |
| 6M | -99.3% | -26.9% | -72.4% | -99.4% |
| YTD | -99.5% | -27.9% | -71.6% | -99.5% |
| 1Y | -99.8% | -26.8% | -73.0% | -99.8% |
| All | -99.8% | -26.7% | -73.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling