+442.0%
SPXL vs LCID
-97.1%
+539.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | +0.5% |
| 7D | +7.4% | -10.2% | +17.6% | +9.3% |
| 30D | -7.8% | -10.2% | +2.3% | -6.5% |
| 3M | -11.9% | -54.1% | +42.2% | +0.3% |
| 6M | -1.7% | -53.8% | +52.0% | +8.4% |
| YTD | +20.8% | -72.0% | +92.9% | +44.2% |
| 1Y | +25.0% | -80.5% | +105.5% | +58.9% |
| 3Y | +226.1% | -92.6% | +318.7% | +350.6% |
| 5Y | +101.1% | -99.3% | +200.4% | +271.4% |
| All | +442.0% | -97.1% | +539.1% | +949.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling