+35.2%
LYFT vs SPXL
+221.9%
-186.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.6% |
| 7D | -8.4% | -2.5% | -5.8% | -7.0% |
| 30D | -7.6% | -4.2% | -3.4% | -5.3% |
| 3M | +11.7% | +8.1% | +3.6% | +6.5% |
| 6M | +15.1% | +35.6% | -20.5% | -4.9% |
| YTD | -20.9% | +28.8% | -49.7% | -32.8% |
| 1Y | -16.4% | +39.8% | -56.2% | -32.6% |
| 3Y | +35.2% | +221.4% | -186.2% | -50.3% |
| All | +35.2% | +221.9% | -186.7% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling