-100.0%
SOXS vs LH
+27.0%
-127.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -3.9% |
| 7D | -4.7% | -4.7% | -0.1% | -9.4% |
| 30D | +7.7% | -3.5% | +11.2% | +3.8% |
| 3M | -10.2% | +17.7% | -27.8% | +7.1% |
| 6M | -99.2% | +15.8% | -115.0% | -99.2% |
| YTD | -99.5% | +25.1% | -124.6% | -99.5% |
| 1Y | -99.8% | +12.5% | -112.3% | -99.8% |
| 3Y | -100.0% | +59.8% | -159.7% | -100.0% |
| All | -100.0% | +27.0% | -127.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling