-91.6%
SOXS vs LRCX
+42.9%
-134.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.0% | +12.8% | +1.0% |
| 7D | +46.7% | -12.8% | +59.4% | +17.2% |
| 30D | +97.0% | -36.0% | +132.9% | -6.0% |
| 3M | +39.5% | -30.2% | +69.8% | -12.7% |
| 6M | -54.9% | -14.2% | -40.7% | -27.5% |
| YTD | -90.4% | +29.7% | -120.1% | -58.5% |
| 1Y | -91.6% | +42.8% | -134.4% | -52.5% |
| All | -91.6% | +42.9% | -134.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 1y: compounded portfolio wealth divided by compounded LRCX 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…
1y analysis · Full analysis span regression · 6 months rolling