+5,493.4%
LLY vs SPXL
+7,736.1%
-2,242.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.6% | -0.9% | -0.7% | -1.5% |
| 3M | +2.3% | +2.0% | +0.3% | +1.1% |
| 6M | +14.9% | +33.5% | -18.6% | +6.3% |
| YTD | +7.5% | +32.2% | -24.7% | -0.6% |
| 1Y | +55.7% | +48.9% | +6.8% | +39.5% |
| 3Y | +110.6% | +222.9% | -112.2% | +52.1% |
| 5Y | +363.4% | +140.7% | +222.7% | +234.4% |
| 10Y | +1,649.0% | +1,192.7% | +456.3% | +622.5% |
| All | +5,493.4% | +7,736.1% | -2,242.6% | +1,084.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling