+417.3%
LIN vs SPXL
+1,179.5%
-762.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | -1.0% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | +7.6% | -11.4% | +19.0% | +10.7% |
| 3M | +6.5% | -10.8% | +17.4% | +9.2% |
| 6M | +6.2% | -0.3% | +6.5% | +4.5% |
| YTD | +23.2% | +20.3% | +2.9% | +13.6% |
| 1Y | +25.4% | +24.7% | +0.7% | +14.0% |
| 3Y | +38.3% | +238.6% | -200.3% | -13.4% |
| 5Y | +64.4% | +100.0% | -35.5% | +12.7% |
| 10Y | +417.3% | +1,108.4% | -691.1% | +54.8% |
| All | +417.3% | +1,179.5% | -762.2% | +54.8% |
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 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