+247.9%
SOXX vs LH
+27.0%
+220.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | +1.4% | -4.7% | +6.1% | +3.2% |
| 30D | -3.6% | -3.5% | -0.1% | -2.4% |
| 3M | -10.2% | +17.7% | -27.9% | -16.2% |
| 6M | +54.2% | +15.8% | +38.5% | +44.3% |
| YTD | +75.2% | +25.1% | +50.1% | +57.9% |
| 1Y | +107.5% | +12.5% | +95.0% | +95.3% |
| 3Y | +226.8% | +59.8% | +167.0% | +154.2% |
| All | +247.9% | +27.0% | +220.9% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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