+222.1%
LNG vs SPXL
+141.8%
+80.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | -4.7% | -2.5% | -2.1% | -4.3% |
| 30D | +3.8% | -4.2% | +8.0% | +4.4% |
| 3M | +16.2% | +8.1% | +8.1% | +14.2% |
| 6M | +11.7% | +35.6% | -23.9% | +4.8% |
| YTD | +44.2% | +28.8% | +15.4% | +36.3% |
| 1Y | +18.6% | +39.8% | -21.3% | +9.8% |
| 3Y | +77.4% | +221.4% | -144.0% | +34.2% |
| All | +222.1% | +141.8% | +80.3% | +141.2% |
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 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