+8.5%
LVS vs SPXL
+132.3%
-123.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | -4.3% | -6.0% | +1.7% | -2.2% |
| 30D | -6.8% | -5.8% | -1.0% | -4.9% |
| 3M | -15.6% | +10.9% | -26.5% | -19.5% |
| 6M | -20.6% | +31.9% | -52.5% | -29.5% |
| YTD | -33.4% | +25.8% | -59.2% | -40.0% |
| 1Y | -20.1% | +39.8% | -59.9% | -31.3% |
| 3Y | -7.4% | +219.9% | -227.3% | -45.5% |
| 5Y | +8.5% | +141.1% | -132.6% | -30.7% |
| All | +8.5% | +132.3% | -123.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling