-99.7%
SOXS vs LDOS
+30.5%
-130.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +11.0% |
| 7D | -28.4% | -1.6% | -26.8% | -28.6% |
| 30D | +19.4% | +8.2% | +11.2% | +22.2% |
| 3M | +28.2% | -8.2% | +36.3% | +23.3% |
| 6M | -37.7% | +5.8% | -43.5% | -38.7% |
| YTD | -91.6% | -27.0% | -64.7% | -93.5% |
| 1Y | -93.1% | -31.0% | -62.1% | -94.9% |
| 3Y | -99.7% | +29.3% | -129.0% | -99.6% |
| All | -99.7% | +30.5% | -130.2% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling