+361.5%
LLY vs SPXL
+140.3%
+221.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.4% |
| 30D | -5.1% | -3.7% | -1.4% | -4.4% |
| 3M | -2.1% | +8.1% | -10.2% | -4.0% |
| 6M | +13.8% | +39.0% | -25.2% | +5.6% |
| YTD | +5.1% | +29.9% | -24.9% | -1.5% |
| 1Y | +53.1% | +46.6% | +6.5% | +39.6% |
| 3Y | +95.6% | +230.5% | -134.9% | +48.4% |
| 5Y | +361.5% | +140.2% | +221.3% | +254.7% |
| All | +361.5% | +140.3% | +221.2% | +254.7% |
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