+2,575.4%
SOXX vs LII
+5,847.1%
-3,271.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.9% |
| 7D | +6.1% | +0.5% | +5.6% | +5.8% |
| 30D | +0.5% | -11.2% | +11.7% | +6.1% |
| 3M | -5.3% | -28.8% | +23.5% | +9.7% |
| 6M | +58.3% | -26.9% | +85.3% | +80.8% |
| YTD | +76.8% | -22.2% | +99.0% | +94.7% |
| 1Y | +114.6% | -32.0% | +146.6% | +150.5% |
| 3Y | +229.6% | -0.4% | +230.1% | +216.1% |
| 5Y | +257.3% | +22.4% | +234.9% | +205.6% |
| 10Y | +1,583.2% | +171.4% | +1,411.8% | +860.0% |
| All | +2,575.4% | +5,847.1% | -3,271.7% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling