+477.8%
SPXL vs LCID
-95.9%
+573.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +2.3% |
| 7D | -2.5% | -9.8% | +7.3% | -0.8% |
| 30D | -4.2% | -35.5% | +31.2% | +3.3% |
| 3M | +8.1% | -18.4% | +26.5% | +8.5% |
| 6M | +35.6% | -60.5% | +96.1% | +54.3% |
| YTD | +28.8% | -60.1% | +88.9% | +45.2% |
| 1Y | +39.8% | -78.8% | +118.6% | +75.8% |
| 3Y | +221.4% | -92.8% | +314.2% | +349.3% |
| 5Y | +146.9% | -97.9% | +244.8% | +314.6% |
| All | +477.8% | -95.9% | +573.7% | +957.1% |
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