+113.9%
SOXX vs LII
-28.2%
+142.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.4% | +3.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | -2.0% | -12.6% | +10.6% | +3.2% |
| 3M | -13.7% | -24.4% | +10.7% | -4.5% |
| 6M | +52.4% | -28.7% | +81.1% | +68.4% |
| YTD | +72.8% | -19.1% | +92.0% | +84.3% |
| 1Y | +113.9% | -29.7% | +143.6% | +137.7% |
| All | +113.9% | -28.2% | +142.1% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling