+2,024.1%
LLY vs SPXL
+1,078.5%
+945.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | +21.5% | -12.4% | +33.8% | +24.6% |
| 3M | +16.4% | -11.8% | +28.2% | +19.1% |
| 6M | +51.5% | -1.4% | +52.9% | +50.1% |
| YTD | +33.9% | +19.0% | +15.0% | +26.5% |
| 1Y | +49.1% | +18.0% | +31.1% | +40.9% |
| 3Y | +144.6% | +220.0% | -75.4% | +78.5% |
| 5Y | +466.3% | +102.6% | +363.8% | +330.3% |
| 10Y | +2,024.1% | +1,087.3% | +936.9% | +771.8% |
| All | +2,024.1% | +1,078.5% | +945.6% | +771.8% |
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