+8,823.9%
LNG vs SPXL
+7,495.8%
+1,328.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -6.7% | -1.3% | -5.4% | -6.3% |
| 30D | +3.9% | -5.0% | +8.9% | +5.8% |
| 3M | +15.5% | +7.6% | +7.9% | +10.6% |
| 6M | +10.5% | +33.6% | -23.1% | -5.0% |
| YTD | +43.0% | +28.1% | +14.9% | +24.2% |
| 1Y | +18.9% | +43.6% | -24.8% | -2.5% |
| 3Y | +74.7% | +225.8% | -151.2% | -7.9% |
| 5Y | +231.2% | +140.1% | +91.2% | +72.1% |
| 10Y | +544.5% | +1,248.4% | -703.9% | -3.7% |
| All | +8,823.9% | +7,495.8% | +1,328.1% | +233.3% |
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