+1,594.7%
LYV vs SPXL
+7,537.4%
-5,942.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.1% |
| 7D | -1.9% | -2.5% | +0.6% | -0.8% |
| 30D | -8.2% | -4.2% | -4.0% | -6.5% |
| 3M | -1.3% | +8.1% | -9.4% | -5.6% |
| 6M | +2.6% | +35.6% | -33.0% | -12.5% |
| YTD | +19.4% | +28.8% | -9.4% | +3.8% |
| 1Y | -2.2% | +39.8% | -42.1% | -19.1% |
| 3Y | +106.0% | +221.4% | -115.3% | +6.8% |
| 5Y | +97.7% | +146.9% | -49.3% | +4.6% |
| 10Y | +560.5% | +1,255.8% | -695.3% | +14.8% |
| All | +1,594.7% | +7,537.4% | -5,942.7% | -31.4% |
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