+211.8%
SPXL vs LSCC
+81.4%
+130.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -2.8% |
| 7D | -8.7% | +13.0% | -21.7% | -14.1% |
| 30D | -16.9% | -19.8% | +2.9% | -8.1% |
| 3M | -15.2% | -18.4% | +3.2% | -8.0% |
| 6M | -5.5% | -16.1% | +10.6% | -1.4% |
| YTD | +12.4% | +42.7% | -30.3% | -13.8% |
| 1Y | +16.9% | +68.0% | -51.1% | -18.3% |
| 3Y | +211.8% | +85.8% | +126.0% | +85.5% |
| All | +211.8% | +81.4% | +130.4% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling