+241.5%
SOXX vs LLY
+389.6%
-148.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | -3.1% | -7.4% | +4.3% | -2.0% |
| 3M | -4.4% | -1.0% | -3.4% | -5.0% |
| 6M | +52.9% | +12.5% | +40.4% | +47.3% |
| YTD | +72.0% | +5.0% | +67.0% | +67.4% |
| 1Y | +105.1% | +49.8% | +55.4% | +82.3% |
| 3Y | +220.6% | +95.5% | +125.1% | +164.2% |
| All | +241.5% | +389.6% | -148.0% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling