+54.2%
SOXX vs LH
+17.0%
+37.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +2.1% |
| 7D | +1.4% | -4.7% | +6.1% | +0.3% |
| 30D | -3.6% | -3.5% | -0.1% | -4.3% |
| 3M | -10.2% | +17.7% | -27.9% | -3.7% |
| 6M | +54.2% | +15.8% | +38.5% | +66.3% |
| All | +54.2% | +17.0% | +37.3% | +66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling