+211.8%
SPXL vs LBRT
-38.0%
+249.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.9% |
| 7D | -8.7% | -29.1% | +20.4% | +0.7% |
| 30D | -16.9% | -38.4% | +21.5% | -4.5% |
| 3M | -15.2% | -40.1% | +24.9% | -2.4% |
| 6M | -5.5% | -62.9% | +57.4% | +24.7% |
| YTD | +12.4% | -34.5% | +47.0% | +17.3% |
| 1Y | +16.9% | -30.2% | +47.1% | +18.4% |
| 3Y | +211.8% | -37.5% | +249.3% | +200.0% |
| All | +211.8% | -38.0% | +249.8% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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