+25.0%
SPXL vs LDOS
-31.9%
+56.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +7.4% | -1.6% | +9.1% | +7.6% |
| 30D | -7.8% | +8.2% | -16.1% | -9.1% |
| 3M | -11.9% | -8.2% | -3.8% | -10.9% |
| 6M | -1.7% | +5.8% | -7.6% | -2.5% |
| YTD | +20.8% | -27.0% | +47.8% | +25.4% |
| 1Y | +25.0% | -31.0% | +56.0% | +36.0% |
| All | +25.0% | -31.9% | +56.9% | +36.0% |
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