+141.1%
SPXL vs LEN
-13.7%
+154.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | +0.8% |
| 7D | -6.0% | -7.8% | +1.8% | -0.3% |
| 30D | -5.8% | -11.0% | +5.2% | +2.5% |
| 3M | +10.9% | -12.8% | +23.6% | +20.9% |
| 6M | +31.9% | -20.2% | +52.1% | +53.3% |
| YTD | +25.8% | -23.0% | +48.8% | +47.0% |
| 1Y | +39.8% | -41.8% | +81.6% | +101.3% |
| 3Y | +219.9% | -28.8% | +248.7% | +233.3% |
| 5Y | +141.1% | -12.6% | +153.7% | +90.0% |
| All | +141.1% | -13.7% | +154.7% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling