-91.6%
SOXS vs LH
+44.2%
-135.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.9% | +4.8% | +8.5% |
| 7D | +46.7% | +2.1% | +44.6% | +46.0% |
| 30D | +97.0% | +19.2% | +77.8% | +91.5% |
| 3M | +39.5% | +18.0% | +21.5% | +36.0% |
| 6M | -54.9% | +46.1% | -101.0% | -56.6% |
| YTD | -90.4% | +47.7% | -138.1% | -90.7% |
| 1Y | -91.6% | +47.2% | -138.9% | -92.1% |
| All | -91.6% | +44.2% | -135.9% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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