+185.8%
LMT vs SPXL
+1,271.9%
-1,086.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.6% |
| 7D | -0.2% | -2.5% | +2.3% | +0.2% |
| 30D | -13.1% | -4.2% | -8.8% | -12.4% |
| 3M | -3.9% | +8.1% | -12.0% | -5.7% |
| 6M | -18.3% | +35.6% | -53.9% | -23.6% |
| YTD | +10.3% | +28.8% | -18.5% | +3.9% |
| 1Y | +14.2% | +39.8% | -25.6% | +5.5% |
| 3Y | +35.0% | +221.4% | -186.4% | -0.3% |
| 5Y | +73.2% | +146.9% | -73.7% | +25.8% |
| All | +185.8% | +1,271.9% | -1,086.1% | +15.8% |
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