+75.2%
LMT vs SPXL
+132.3%
-57.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | -0.5% | -6.0% | +5.5% | -0.1% |
| 30D | -10.8% | -5.8% | -5.0% | -10.4% |
| 3M | +1.6% | +10.9% | -9.3% | +0.6% |
| 6M | -17.6% | +31.9% | -49.5% | -19.7% |
| YTD | +11.6% | +25.8% | -14.2% | +9.1% |
| 1Y | +17.2% | +39.8% | -22.5% | +13.5% |
| 3Y | +35.7% | +219.9% | -184.1% | +19.1% |
| 5Y | +75.2% | +141.1% | -65.9% | +47.6% |
| All | +75.2% | +132.3% | -57.1% | +47.6% |
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