-99.6%
SOXS vs LSCC
+81.4%
-181.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +7.1% | -19.8% | -1.0% |
| 7D | +36.2% | +13.0% | +23.3% | +75.2% |
| 30D | +131.5% | -19.8% | +151.3% | +88.7% |
| 3M | +60.5% | -18.4% | +78.9% | +49.3% |
| 6M | -25.9% | -16.1% | -9.8% | +12.6% |
| YTD | -88.3% | +42.7% | -131.0% | -51.0% |
| 1Y | -89.6% | +68.0% | -157.6% | -42.0% |
| 3Y | -99.6% | +85.8% | -185.5% | -91.2% |
| All | -99.6% | +81.4% | -181.0% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling