-100.0%
SOXS vs LDOS
+454.0%
-554.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.5% | -10.7% | -9.6% |
| 7D | -7.0% | -5.4% | -1.6% | -12.5% |
| 30D | +2.8% | +4.9% | -2.1% | +8.3% |
| 3M | -9.8% | +7.2% | -17.0% | -6.1% |
| 6M | -99.2% | -24.2% | -74.9% | -99.3% |
| YTD | -99.5% | -25.8% | -73.7% | -99.6% |
| 1Y | -99.8% | -24.7% | -75.1% | -99.8% |
| 3Y | -100.0% | +39.3% | -139.3% | -100.0% |
| 5Y | -100.0% | +43.3% | -143.3% | -100.0% |
| 10Y | -100.0% | +278.6% | -378.6% | -100.0% |
| All | -100.0% | +454.0% | -554.0% | -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