+1,082.0%
SPXL vs LDOS
+248.5%
+833.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.8% |
| 7D | -8.7% | -7.2% | -1.5% | -2.9% |
| 30D | -16.9% | +16.8% | -33.7% | -28.9% |
| 3M | -15.2% | -1.6% | -13.6% | -16.0% |
| 6M | -5.5% | -1.0% | -4.5% | -9.3% |
| YTD | +12.4% | -25.8% | +38.2% | +36.6% |
| 1Y | +16.9% | -31.1% | +48.0% | +53.3% |
| 3Y | +211.8% | +32.8% | +179.0% | +79.7% |
| 5Y | +85.6% | +49.4% | +36.3% | -10.0% |
| All | +1,082.0% | +248.5% | +833.5% | +243.4% |
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