-100.0%
SOXS vs LMT
+958.4%
-1,058.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -4.3% |
| 7D | -16.6% | -1.3% | -15.2% | -17.9% |
| 30D | -4.4% | -12.5% | +8.2% | -17.9% |
| 3M | -26.2% | -0.5% | -25.8% | -28.4% |
| 6M | -99.3% | -20.0% | -79.2% | -99.5% |
| YTD | -99.5% | +10.4% | -109.9% | -99.5% |
| 1Y | -99.8% | +17.7% | -117.5% | -99.7% |
| 3Y | -100.0% | +34.3% | -134.3% | -100.0% |
| 5Y | -100.0% | +71.8% | -171.8% | -100.0% |
| 10Y | -100.0% | +187.0% | -287.0% | -100.0% |
| All | -100.0% | +958.4% | -1,058.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling