+1,108.4%
SPXL vs LDOS
+262.7%
+845.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +4.9% |
| 7D | -0.9% | -5.8% | +5.0% | +4.2% |
| 30D | -11.4% | +11.6% | -23.0% | -20.6% |
| 3M | -10.8% | -1.0% | -9.8% | -12.0% |
| 6M | -0.3% | +5.1% | -5.3% | -9.4% |
| YTD | +20.3% | -24.0% | +44.4% | +43.3% |
| 1Y | +24.7% | -30.3% | +55.0% | +62.4% |
| 3Y | +238.6% | +37.0% | +201.6% | +89.4% |
| 5Y | +100.0% | +53.4% | +46.6% | -5.5% |
| 10Y | +1,108.4% | +252.0% | +856.5% | +267.3% |
| All | +1,108.4% | +262.7% | +845.8% | +267.3% |
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