+220.0%
SPXL vs LDOS
+37.8%
+182.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.9% | +1.9% | -4.7% | -3.4% |
| 30D | -12.4% | +12.8% | -25.2% | -16.2% |
| 3M | -11.8% | -1.0% | -10.8% | -11.8% |
| 6M | -1.4% | +6.2% | -7.6% | -4.2% |
| YTD | +19.0% | -23.2% | +42.2% | +31.0% |
| 1Y | +18.0% | -29.5% | +47.4% | +35.9% |
| 3Y | +220.0% | +37.1% | +182.9% | +176.7% |
| All | +220.0% | +37.8% | +182.2% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling