-100.0%
SOXS vs LPLA
+1,251.7%
-1,351.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -3.5% |
| 7D | -4.7% | -1.5% | -3.2% | -6.4% |
| 30D | +7.7% | -6.0% | +13.7% | +0.4% |
| 3M | -10.2% | +24.0% | -34.2% | +12.8% |
| 6M | -99.2% | +17.0% | -116.2% | -99.3% |
| YTD | -99.5% | -0.7% | -98.9% | -99.6% |
| 1Y | -99.8% | +2.1% | -101.9% | -99.8% |
| 3Y | -100.0% | +48.7% | -148.7% | -100.0% |
| 5Y | -100.0% | +151.2% | -251.2% | -100.0% |
| All | -100.0% | +1,251.7% | -1,351.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling