-100.0%
SOXS vs LH
+445.5%
-545.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -3.6% |
| 7D | -16.6% | -3.2% | -13.4% | -20.7% |
| 30D | -4.4% | +0.1% | -4.5% | -4.5% |
| 3M | -26.2% | +18.6% | -44.9% | -7.8% |
| 6M | -99.3% | +17.9% | -117.2% | -99.2% |
| YTD | -99.5% | +28.9% | -128.5% | -99.4% |
| 1Y | -99.8% | +16.6% | -116.4% | -99.8% |
| 3Y | -100.0% | +63.6% | -163.5% | -100.0% |
| 5Y | -100.0% | +30.0% | -130.0% | -100.0% |
| 10Y | -100.0% | +191.9% | -291.9% | -100.0% |
| All | -100.0% | +445.5% | -545.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling