+145.2%
SPXL vs LH
+27.0%
+118.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.0% |
| 7D | -2.5% | -4.7% | +2.2% | +1.9% |
| 30D | -4.2% | -3.5% | -0.7% | -1.2% |
| 3M | +8.1% | +17.7% | -9.6% | -8.5% |
| 6M | +35.6% | +15.8% | +19.8% | +16.1% |
| YTD | +28.8% | +25.1% | +3.7% | +0.7% |
| 1Y | +39.8% | +12.5% | +27.3% | +20.6% |
| 3Y | +221.4% | +59.8% | +161.6% | +83.0% |
| All | +145.2% | +27.0% | +118.3% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling