-1.9%
LQD vs SPXL
+29.9%
-31.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.1% | +0.4% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | +2.6% | -4.3% | +7.0% | +2.9% |
| 3M | -1.7% | -4.2% | +2.5% | -1.5% |
| 6M | -1.9% | +15.0% | -16.9% | -3.1% |
| YTD | -2.2% | +28.4% | -30.6% | -4.5% |
| 1Y | -1.9% | +30.3% | -32.2% | -4.2% |
| All | -1.9% | +29.9% | -31.8% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling