+8,771.7%
SPXL vs LII
+1,593.9%
+7,177.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.8% |
| 30D | -0.9% | -12.6% | +11.7% | +14.3% |
| 3M | +2.0% | -24.4% | +26.5% | +30.9% |
| 6M | +33.5% | -28.7% | +62.2% | +78.9% |
| YTD | +32.2% | -19.1% | +51.3% | +50.0% |
| 1Y | +48.9% | -29.7% | +78.6% | +94.0% |
| 3Y | +222.9% | +4.8% | +218.1% | +143.9% |
| 5Y | +140.7% | +24.6% | +116.2% | +50.4% |
| 10Y | +1,192.7% | +169.2% | +1,023.4% | +224.1% |
| All | +8,771.7% | +1,593.9% | +7,177.7% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling