-93.5%
SOXS vs LDOS
-31.1%
-62.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -2.4% | -15.7% | -16.9% |
| 7D | -22.3% | -1.3% | -21.0% | -21.6% |
| 30D | +21.9% | +10.1% | +11.8% | +18.2% |
| 3M | +4.2% | -4.7% | +8.9% | +5.6% |
| 6M | -43.4% | +5.6% | -49.0% | -47.7% |
| YTD | -92.5% | -25.1% | -67.4% | -92.9% |
| 1Y | -93.5% | -31.7% | -61.8% | -94.2% |
| All | -93.5% | -31.1% | -62.4% | -94.2% |
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