+7,449.0%
SPXL vs LII
+1,388.9%
+6,060.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +2.9% |
| 7D | -8.7% | -0.6% | -8.1% | -8.0% |
| 30D | -16.9% | -4.6% | -12.3% | -14.4% |
| 3M | -15.2% | -21.2% | +6.0% | +7.1% |
| 6M | -5.5% | -36.4% | +30.9% | +42.5% |
| YTD | +12.4% | -28.9% | +41.4% | +43.7% |
| 1Y | +16.9% | -29.5% | +46.4% | +50.2% |
| 3Y | +211.8% | -8.6% | +220.4% | +170.1% |
| 5Y | +85.6% | +20.2% | +65.4% | +16.7% |
| 10Y | +1,159.4% | +166.2% | +993.2% | +206.7% |
| All | +7,449.0% | +1,388.9% | +6,060.0% | +87.7% |
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