-25.9%
SOXS vs LSCC
-16.2%
-9.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +7.1% | -19.8% | +3.0% |
| 7D | +36.2% | +13.0% | +23.3% | +87.5% |
| 30D | +131.5% | -19.8% | +151.3% | +65.5% |
| 3M | +60.5% | -18.4% | +78.9% | +32.7% |
| 6M | -25.9% | -16.1% | -9.8% | +4.9% |
| All | -25.9% | -16.2% | -9.7% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling