+502.7%
LVS vs SPXL
+7,605.2%
-7,102.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | +0.3% | +1.5% | -1.1% | -0.4% |
| 30D | -3.9% | -3.7% | -0.2% | -2.2% |
| 3M | -12.9% | +8.1% | -21.0% | -17.5% |
| 6M | -16.9% | +39.0% | -56.0% | -31.5% |
| YTD | -31.2% | +29.9% | -61.2% | -41.6% |
| 1Y | -16.4% | +46.6% | -63.0% | -33.9% |
| 3Y | -4.4% | +230.5% | -234.9% | -54.8% |
| 5Y | +6.7% | +140.2% | -133.5% | -47.5% |
| 10Y | +1.4% | +1,168.8% | -1,167.3% | -87.0% |
| All | +502.7% | +7,605.2% | -7,102.5% | -87.5% |
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 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