+219.6%
SPXL vs LEN
-26.2%
+245.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -1.3% | -3.4% | +2.1% | +0.4% |
| 30D | -5.0% | -5.7% | +0.7% | -2.4% |
| 3M | +7.6% | -12.2% | +19.8% | +13.9% |
| 6M | +33.6% | -18.3% | +51.9% | +46.0% |
| YTD | +28.1% | -20.2% | +48.3% | +39.7% |
| 1Y | +43.6% | -40.1% | +83.7% | +81.0% |
| All | +219.6% | -26.2% | +245.9% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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