+8,623.4%
SPXL vs LEN
+1,012.7%
+7,610.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | +1.1% |
| 7D | +1.5% | -2.9% | +4.3% | +3.6% |
| 30D | -3.7% | -8.9% | +5.2% | +2.6% |
| 3M | +8.1% | -10.9% | +19.0% | +15.9% |
| 6M | +39.0% | -19.7% | +58.7% | +59.8% |
| YTD | +29.9% | -20.6% | +50.5% | +48.1% |
| 1Y | +46.6% | -42.4% | +89.0% | +107.1% |
| 3Y | +230.5% | -26.5% | +257.1% | +272.2% |
| 5Y | +140.2% | -10.9% | +151.1% | +143.2% |
| 10Y | +1,168.8% | +100.6% | +1,068.1% | +597.4% |
| All | +8,623.4% | +1,012.7% | +7,610.8% | +1,201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling