-100.0%
SOXS vs LHX
+655.4%
-755.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -7.0% |
| 7D | -4.7% | -4.3% | -0.5% | -10.1% |
| 30D | +7.7% | -15.1% | +22.9% | -13.6% |
| 3M | -10.2% | -21.0% | +10.8% | -40.1% |
| 6M | -99.2% | -32.0% | -67.2% | -99.5% |
| YTD | -99.5% | -15.3% | -84.2% | -99.6% |
| 1Y | -99.8% | -11.1% | -88.7% | -99.8% |
| 3Y | -100.0% | +54.0% | -154.0% | -100.0% |
| 5Y | -100.0% | +17.1% | -117.1% | -100.0% |
| 10Y | -100.0% | +225.8% | -325.8% | -100.0% |
| All | -100.0% | +655.4% | -755.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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