+530.6%
SPXL vs LBRT
+33.5%
+497.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +0.1% | +8.3% | -8.2% | -2.7% |
| 30D | -0.9% | +6.1% | -7.0% | -3.3% |
| 3M | +2.0% | -34.8% | +36.8% | +16.0% |
| 6M | +33.5% | -24.8% | +58.3% | +41.8% |
| YTD | +32.2% | +12.2% | +19.9% | +19.9% |
| 1Y | +48.9% | +94.0% | -45.1% | +7.3% |
| 3Y | +222.9% | +31.3% | +191.6% | +156.0% |
| 5Y | +140.7% | +111.8% | +28.9% | +51.5% |
| All | +530.6% | +33.5% | +497.1% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling