+17.5%
LUV vs SPXL
+1,271.9%
-1,254.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | -1.0% | -2.5% | +1.6% | 0.0% |
| 30D | -12.4% | -4.2% | -8.1% | -11.0% |
| 3M | -11.0% | +8.1% | -19.1% | -13.7% |
| 6M | -5.0% | +35.6% | -40.6% | -15.2% |
| YTD | -3.8% | +28.8% | -32.6% | -12.7% |
| 1Y | +25.9% | +39.8% | -13.9% | +10.4% |
| 3Y | +42.2% | +221.4% | -179.1% | -11.6% |
| 5Y | -10.8% | +146.9% | -157.7% | -44.0% |
| All | +17.5% | +1,271.9% | -1,254.4% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling