-31.8%
LVS vs SPXL
+29.9%
-61.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.8% | +1.6% | +5.5% |
| 7D | +13.4% | -2.5% | +15.9% | +13.8% |
| 30D | +12.2% | -4.3% | +16.5% | +13.0% |
| 3M | -10.7% | -4.2% | -6.5% | -10.2% |
| 6M | -19.8% | +15.0% | -34.8% | -23.6% |
| YTD | -35.8% | +28.4% | -64.2% | -41.6% |
| 1Y | -31.8% | +30.3% | -62.1% | -38.3% |
| All | -31.8% | +29.9% | -61.7% | -38.3% |
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 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