+8,623.5%
SPXL vs LH
+537.0%
+8,086.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -0.9% |
| 7D | +1.5% | -0.8% | +2.3% | +2.5% |
| 30D | -3.7% | +2.0% | -5.7% | -6.2% |
| 3M | +8.1% | +24.3% | -16.1% | -19.2% |
| 6M | +39.0% | +21.1% | +18.0% | +6.7% |
| YTD | +29.9% | +30.4% | -0.5% | -10.8% |
| 1Y | +46.6% | +18.4% | +28.2% | +11.9% |
| 3Y | +230.5% | +65.5% | +165.1% | +56.6% |
| 5Y | +140.2% | +29.9% | +110.3% | +59.6% |
| 10Y | +1,168.8% | +186.6% | +982.1% | +179.6% |
| All | +8,623.5% | +537.0% | +8,086.4% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling