+8,771.7%
SPXL vs LEN
+1,057.1%
+7,714.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.5% |
| 7D | +0.1% | -3.2% | +3.2% | +2.4% |
| 30D | -0.9% | -4.9% | +4.0% | +2.3% |
| 3M | +2.0% | -8.5% | +10.5% | +7.4% |
| 6M | +33.5% | -20.7% | +54.2% | +55.0% |
| YTD | +32.2% | -17.4% | +49.6% | +46.6% |
| 1Y | +48.9% | -38.2% | +87.1% | +99.9% |
| 3Y | +222.9% | -24.9% | +247.7% | +257.4% |
| 5Y | +140.7% | -11.4% | +152.2% | +144.7% |
| 10Y | +1,192.7% | +110.0% | +1,082.6% | +588.0% |
| All | +8,771.7% | +1,057.1% | +7,714.5% | +1,187.6% |
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