-5.5%
SPXL vs LII
-36.0%
+30.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | -8.7% | -0.6% | -8.1% | -8.4% |
| 30D | -16.9% | -4.6% | -12.3% | -16.1% |
| 3M | -15.2% | -21.2% | +6.0% | -8.6% |
| 6M | -5.5% | -36.4% | +30.9% | +7.2% |
| All | -5.5% | -36.0% | +30.5% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling