+7,394.8%
SPXL vs LDOS
+501.1%
+6,893.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.1% | -13.2% | -13.2% |
| 7D | -14.2% | -3.7% | -10.5% | -11.6% |
| 30D | -18.1% | +16.4% | -34.5% | -30.2% |
| 3M | -16.3% | +7.4% | -23.7% | -24.2% |
| 6M | -2.3% | -0.3% | -1.9% | -7.3% |
| YTD | +11.6% | -24.0% | +35.7% | +32.5% |
| 1Y | +12.3% | -29.6% | +41.8% | +44.0% |
| 3Y | +211.6% | +35.1% | +176.5% | +84.1% |
| 5Y | +84.3% | +52.9% | +31.4% | -7.3% |
| 10Y | +1,150.4% | +262.2% | +888.1% | +192.1% |
| All | +7,394.8% | +501.1% | +6,893.7% | +808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling