+52.5%
SOXX vs LLY
+60.1%
-7.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.0% |
| 7D | -13.7% | +10.1% | -23.8% | -12.3% |
| 30D | -23.6% | +24.0% | -47.6% | -21.0% |
| 3M | -16.9% | +27.3% | -44.2% | -13.9% |
| 6M | -2.4% | +47.0% | -49.4% | -0.4% |
| YTD | +49.8% | +32.6% | +17.2% | +52.7% |
| 1Y | +52.5% | +57.3% | -4.8% | +51.7% |
| All | +52.5% | +60.1% | -7.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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