+1,125.7%
SPXL vs LII
+166.1%
+959.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.3% |
| 7D | +9.6% | -0.2% | +9.8% | +9.8% |
| 30D | -9.8% | -0.6% | -9.2% | -10.7% |
| 3M | -9.1% | -17.0% | +7.9% | +6.8% |
| 6M | +1.1% | -31.1% | +32.3% | +35.2% |
| YTD | +22.3% | -27.7% | +50.0% | +50.0% |
| 1Y | +20.3% | -26.2% | +46.4% | +43.9% |
| 3Y | +229.0% | -9.6% | +238.6% | +188.0% |
| 5Y | +103.6% | +15.7% | +87.9% | +33.7% |
| All | +1,125.7% | +166.1% | +959.6% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling