+237.6%
SPXL vs LBRT
+21.3%
+216.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +0.1% | +8.7% | -8.7% | -2.6% |
| 30D | -0.9% | +6.6% | -7.5% | -3.2% |
| 3M | +2.0% | -34.5% | +36.5% | +14.6% |
| 6M | +33.5% | -24.5% | +58.0% | +40.4% |
| YTD | +32.2% | +12.7% | +19.4% | +18.4% |
| 1Y | +48.9% | +94.8% | -46.0% | +4.0% |
| All | +237.6% | +21.3% | +216.3% | +166.4% |
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