-100.0%
SOXS vs LPLA
+1,273.0%
-1,373.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.1% |
| 7D | -16.6% | -1.5% | -15.0% | -18.0% |
| 30D | -4.4% | -6.0% | +1.6% | -10.4% |
| 3M | -26.2% | +21.4% | -47.6% | -11.6% |
| 6M | -99.3% | +12.1% | -111.3% | -99.4% |
| YTD | -99.5% | -1.8% | -97.7% | -99.6% |
| 1Y | -99.8% | +3.2% | -103.0% | -99.8% |
| 3Y | -100.0% | +45.9% | -145.9% | -100.0% |
| 5Y | -100.0% | +144.7% | -244.6% | -100.0% |
| 10Y | -100.0% | +1,222.4% | -1,322.4% | -100.0% |
| All | -100.0% | +1,273.0% | -1,373.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling