+3,403.8%
SOXX vs LVS
+62.5%
+3,341.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.4% |
| 7D | +3.0% | -4.3% | +7.3% | +4.0% |
| 30D | -3.1% | -6.8% | +3.7% | -1.8% |
| 3M | -4.4% | -15.6% | +11.2% | -1.2% |
| 6M | +52.9% | -20.6% | +73.5% | +59.7% |
| YTD | +72.0% | -33.4% | +105.4% | +85.8% |
| 1Y | +105.1% | -20.1% | +125.2% | +112.3% |
| 3Y | +220.6% | -7.4% | +228.0% | +218.5% |
| 5Y | +244.8% | +8.5% | +236.3% | +224.6% |
| 10Y | +1,537.1% | -1.7% | +1,538.8% | +1,443.6% |
| All | +3,403.8% | +62.5% | +3,341.3% | +2,615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling