-100.0%
SOXS vs LPLA
+142.4%
-242.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.4% |
| 7D | -9.4% | -3.7% | -5.8% | -12.9% |
| 30D | +6.2% | -6.4% | +12.5% | -0.9% |
| 3M | -28.0% | +20.2% | -48.2% | -14.2% |
| 6M | -99.2% | +12.8% | -112.0% | -99.3% |
| YTD | -99.5% | -2.5% | -97.0% | -99.6% |
| 1Y | -99.7% | +1.9% | -101.7% | -99.8% |
| 3Y | -100.0% | +45.0% | -145.0% | -100.0% |
| 5Y | -100.0% | +146.6% | -246.6% | -100.0% |
| All | -100.0% | +142.4% | -242.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling