+1,140.4%
SPXL vs LDOS
+241.3%
+899.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +6.1% |
| 7D | -3.8% | -1.3% | -2.4% | -2.7% |
| 30D | -8.8% | +10.1% | -18.9% | -17.4% |
| 3M | -7.4% | -4.7% | -2.7% | -5.5% |
| 6M | +1.8% | +5.6% | -3.8% | -8.1% |
| YTD | +23.6% | -25.1% | +48.7% | +48.8% |
| 1Y | +21.7% | -31.7% | +53.4% | +61.3% |
| 3Y | +232.4% | +33.7% | +198.7% | +90.0% |
| 5Y | +110.4% | +54.4% | +56.0% | -2.1% |
| 10Y | +1,140.4% | +236.4% | +903.9% | +269.9% |
| All | +1,140.4% | +241.3% | +899.1% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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