+46.3%
LYB vs SPXL
+1,271.9%
-1,225.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.8% |
| 7D | +0.3% | -2.5% | +2.8% | +1.2% |
| 30D | +2.5% | -4.2% | +6.7% | +3.9% |
| 3M | +1.4% | +8.1% | -6.7% | -2.7% |
| 6M | -3.5% | +35.6% | -39.1% | -17.1% |
| YTD | +52.0% | +28.8% | +23.2% | +32.8% |
| 1Y | +22.1% | +39.8% | -17.8% | +2.7% |
| 3Y | -22.8% | +221.4% | -244.1% | -56.4% |
| 5Y | -3.4% | +146.9% | -150.3% | -45.9% |
| All | +46.3% | +1,271.9% | -1,225.6% | -66.1% |
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