+6,894.7%
LLY vs SPXL
+7,227.9%
-333.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | -0.5% |
| 7D | +1.4% | -3.8% | +5.1% | +2.1% |
| 30D | +21.5% | -8.8% | +30.3% | +23.6% |
| 3M | +18.5% | -7.4% | +25.9% | +19.9% |
| 6M | +49.1% | +1.8% | +47.3% | +46.6% |
| YTD | +34.4% | +23.6% | +10.8% | +25.6% |
| 1Y | +46.3% | +21.7% | +24.6% | +37.0% |
| 3Y | +145.5% | +232.4% | -86.9% | +75.5% |
| 5Y | +472.7% | +110.4% | +362.3% | +325.2% |
| 10Y | +2,049.9% | +1,140.4% | +909.6% | +793.2% |
| All | +6,894.7% | +7,227.9% | -333.3% | +1,396.4% |
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