+463.9%
LLY vs SPXL
+97.5%
+366.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.0% | -2.7% | +3.0% |
| 7D | +0.1% | -0.9% | +0.9% | +0.1% |
| 30D | +19.7% | -11.4% | +31.1% | +22.1% |
| 3M | +19.3% | -10.8% | +30.1% | +21.3% |
| 6M | +49.3% | -0.3% | +49.6% | +47.8% |
| YTD | +32.0% | +20.3% | +11.7% | +25.1% |
| 1Y | +53.7% | +24.7% | +29.0% | +44.4% |
| 3Y | +143.7% | +238.6% | -94.8% | +84.6% |
| 5Y | +463.9% | +100.0% | +363.9% | +348.6% |
| All | +463.9% | +97.5% | +366.4% | +348.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling