-100.0%
SOXS vs LRCX
+3,687.9%
-3,787.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.4% |
| 7D | -4.7% | -3.1% | -1.7% | -9.8% |
| 30D | +7.7% | -8.6% | +16.3% | -5.5% |
| 3M | -10.2% | -17.7% | +7.5% | -3.9% |
| 6M | -99.2% | +36.4% | -135.6% | -91.0% |
| YTD | -99.5% | +74.5% | -174.1% | -89.6% |
| 1Y | -99.8% | +159.4% | -259.2% | -86.1% |
| 3Y | -100.0% | +361.6% | -461.6% | -88.0% |
| 5Y | -100.0% | +425.2% | -525.2% | -89.1% |
| All | -100.0% | +3,687.9% | -3,787.9% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling