+130.0%
LQD vs SPXL
+7,495.8%
-7,365.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -0.2% | -5.0% | +4.8% | -0.1% |
| 3M | -1.7% | +7.6% | -9.3% | -1.9% |
| 6M | -2.7% | +33.6% | -36.3% | -3.5% |
| YTD | -1.4% | +28.1% | -29.5% | -2.2% |
| 1Y | -1.0% | +43.6% | -44.6% | -2.1% |
| 3Y | +15.1% | +225.8% | -210.8% | +10.9% |
| 5Y | -5.2% | +140.1% | -145.2% | -8.8% |
| 10Y | +23.3% | +1,248.4% | -1,225.1% | +16.2% |
| All | +130.0% | +7,495.8% | -7,365.8% | +111.1% |
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