+46.6%
SPXL vs LDOS
-26.7%
+73.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.1% |
| 7D | +1.5% | -7.1% | +8.6% | +2.8% |
| 30D | -3.7% | -6.1% | +2.4% | -2.6% |
| 3M | +8.1% | +5.6% | +2.5% | +7.2% |
| 6M | +39.0% | -26.9% | +66.0% | +49.8% |
| YTD | +29.9% | -27.9% | +57.9% | +38.5% |
| 1Y | +46.6% | -26.8% | +73.4% | +54.7% |
| All | +46.6% | -26.7% | +73.3% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling