+1,168.8%
SPXL vs LII
+167.7%
+1,001.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.3% |
| 7D | +1.5% | +2.1% | -0.6% | -0.6% |
| 30D | -3.7% | -12.4% | +8.7% | +9.1% |
| 3M | +8.1% | -24.8% | +32.9% | +35.6% |
| 6M | +39.0% | -25.2% | +64.2% | +72.2% |
| YTD | +29.9% | -20.3% | +50.2% | +47.7% |
| 1Y | +46.6% | -32.9% | +79.5% | +96.9% |
| 3Y | +230.5% | +2.0% | +228.5% | +159.5% |
| 5Y | +140.2% | +24.4% | +115.7% | +50.4% |
| 10Y | +1,168.8% | +167.2% | +1,001.5% | +336.9% |
| All | +1,168.8% | +167.7% | +1,001.0% | +336.9% |
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