+213.8%
SPXL vs LH
+56.3%
+157.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +1.1% |
| 7D | -6.0% | -7.4% | +1.4% | -1.1% |
| 30D | -5.8% | -4.6% | -1.2% | -2.9% |
| 3M | +10.9% | +14.5% | -3.7% | +0.4% |
| 6M | +31.9% | +14.8% | +17.1% | +19.0% |
| YTD | +25.8% | +23.3% | +2.5% | +6.5% |
| 1Y | +39.8% | +13.6% | +26.2% | +25.1% |
| All | +213.8% | +56.3% | +157.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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