-100.0%
SOXS vs LSCC
+82.7%
-182.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -4.8% |
| 7D | -16.6% | +1.4% | -18.0% | -14.3% |
| 30D | -4.4% | -10.0% | +5.7% | -16.8% |
| 3M | -26.2% | -16.1% | -10.2% | -19.8% |
| 6M | -99.3% | +27.4% | -126.6% | -95.4% |
| YTD | -99.5% | +56.9% | -156.4% | -95.4% |
| 1Y | -99.8% | +74.6% | -174.4% | -97.1% |
| 3Y | -100.0% | +26.0% | -125.9% | -99.6% |
| 5Y | -100.0% | +86.1% | -186.1% | -99.3% |
| All | -100.0% | +82.7% | -182.7% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling