+1,580.3%
LLY vs SPXL
+1,177.5%
+402.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -8.6% | -5.0% | -3.6% | -7.6% |
| 3M | -1.6% | +7.6% | -9.2% | -3.8% |
| 6M | +11.8% | +33.6% | -21.8% | +3.7% |
| YTD | +5.1% | +28.1% | -23.0% | -1.9% |
| 1Y | +50.7% | +43.6% | +7.1% | +36.5% |
| 3Y | +95.7% | +225.8% | -130.1% | +42.4% |
| 5Y | +390.2% | +140.1% | +250.1% | +258.2% |
| 10Y | +1,580.3% | +1,248.4% | +331.9% | +545.5% |
| All | +1,580.3% | +1,177.5% | +402.8% | +545.5% |
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