+226.8%
SOXX vs LVS
-7.9%
+234.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.4% | -3.5% | +4.9% | +2.6% |
| 30D | -3.6% | -6.2% | +2.7% | -1.7% |
| 3M | -10.2% | -14.8% | +4.7% | -5.6% |
| 6M | +54.2% | -20.9% | +75.1% | +65.6% |
| YTD | +75.2% | -33.0% | +108.3% | +99.1% |
| 1Y | +107.5% | -20.0% | +127.5% | +117.6% |
| 3Y | +226.8% | -6.9% | +233.7% | +189.7% |
| All | +226.8% | -7.9% | +234.6% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling