-20.0%
LVS vs SPXL
+41.9%
-62.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | -3.5% | -2.5% | -0.9% | -3.0% |
| 30D | -6.2% | -4.2% | -2.0% | -5.4% |
| 3M | -14.8% | +8.1% | -22.9% | -16.8% |
| 6M | -20.9% | +35.6% | -56.5% | -28.9% |
| YTD | -33.0% | +28.8% | -61.8% | -39.1% |
| 1Y | -20.0% | +39.8% | -59.8% | -29.5% |
| All | -20.0% | +41.9% | -62.0% | -29.5% |
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