-100.0%
SOXS vs LMT
+34.5%
-134.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -5.3% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +7.7% | -13.1% | +20.8% | +10.9% |
| 3M | -10.2% | -3.9% | -6.3% | -10.3% |
| 6M | -99.2% | -18.3% | -80.9% | -99.2% |
| YTD | -99.5% | +10.3% | -109.9% | -99.5% |
| 1Y | -99.8% | +14.2% | -114.0% | -99.8% |
| 3Y | -100.0% | +35.0% | -135.0% | -100.0% |
| All | -100.0% | +34.5% | -134.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 3y: compounded portfolio wealth divided by compounded LMT 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…
3y analysis · Full analysis span regression · 6 months rolling