+222.0%
LHX vs SPXL
+1,271.9%
-1,049.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.7% |
| 7D | -4.3% | -2.5% | -1.7% | -3.7% |
| 30D | -15.1% | -4.2% | -10.9% | -14.4% |
| 3M | -21.0% | +8.1% | -29.1% | -22.7% |
| 6M | -32.0% | +35.6% | -67.6% | -37.1% |
| YTD | -15.3% | +28.8% | -44.1% | -20.9% |
| 1Y | -11.1% | +39.8% | -50.9% | -18.7% |
| 3Y | +54.0% | +221.4% | -167.4% | +10.5% |
| 5Y | +17.1% | +146.9% | -129.8% | -17.0% |
| All | +222.0% | +1,271.9% | -1,049.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling