+964.3%
LHX vs SPXL
+7,495.8%
-6,531.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | -13.2% | -5.0% | -8.2% | -12.0% |
| 3M | -18.4% | +7.6% | -25.9% | -20.6% |
| 6M | -32.0% | +33.6% | -65.6% | -38.1% |
| YTD | -13.6% | +28.1% | -41.7% | -20.8% |
| 1Y | -6.0% | +43.6% | -49.6% | -16.8% |
| 3Y | +57.9% | +225.8% | -167.9% | +3.5% |
| 5Y | +19.2% | +140.1% | -120.8% | -22.5% |
| 10Y | +232.3% | +1,248.4% | -1,016.1% | -0.1% |
| All | +964.3% | +7,495.8% | -6,531.5% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling