+2,502.1%
SOXX vs LNT
+1,138.6%
+1,363.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | +3.0% | -1.1% | +4.1% | +3.6% |
| 30D | -3.1% | -1.9% | -1.2% | -2.3% |
| 3M | -4.4% | -7.2% | +2.8% | -1.7% |
| 6M | +52.9% | -3.9% | +56.8% | +54.1% |
| YTD | +72.0% | +5.9% | +66.1% | +65.4% |
| 1Y | +105.1% | +8.4% | +96.7% | +94.5% |
| 3Y | +220.6% | +46.6% | +174.0% | +155.7% |
| 5Y | +244.8% | +32.4% | +212.4% | +183.4% |
| 10Y | +1,537.1% | +147.9% | +1,389.3% | +817.1% |
| All | +2,502.1% | +1,138.6% | +1,363.5% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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