+1,168.8%
SPXL vs LSCC
+1,791.9%
-623.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.5% |
| 7D | +1.5% | +5.2% | -3.7% | -1.7% |
| 30D | -3.7% | -9.6% | +6.0% | +1.9% |
| 3M | +8.1% | -17.8% | +25.9% | +18.6% |
| 6M | +39.0% | +37.4% | +1.6% | +8.1% |
| YTD | +29.9% | +59.7% | -29.7% | -10.5% |
| 1Y | +46.6% | +76.2% | -29.6% | -6.7% |
| 3Y | +230.5% | +28.2% | +202.3% | +129.7% |
| 5Y | +140.2% | +87.2% | +53.0% | +24.4% |
| 10Y | +1,168.8% | +1,795.0% | -626.2% | +98.3% |
| All | +1,168.8% | +1,791.9% | -623.2% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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