-100.0%
SOXS vs LDOS
+454.2%
-554.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -2.3% | -10.3% | -15.1% |
| 7D | +36.2% | -7.2% | +43.4% | +24.4% |
| 30D | +131.5% | +16.8% | +114.6% | +166.9% |
| 3M | +60.5% | -1.6% | +62.1% | +51.1% |
| 6M | -25.9% | -1.0% | -24.9% | -32.8% |
| YTD | -88.3% | -25.8% | -62.5% | -92.6% |
| 1Y | -89.6% | -31.1% | -58.5% | -94.0% |
| 3Y | -99.6% | +32.8% | -132.4% | -99.4% |
| 5Y | -99.9% | +49.4% | -149.3% | -99.8% |
| 10Y | -100.0% | +253.9% | -353.9% | -100.0% |
| All | -100.0% | +454.2% | -554.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling