+101.0%
SPXL vs LSCC
+33.9%
+67.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.2% | +2.0% |
| 7D | +7.4% | +7.0% | +0.5% | +2.9% |
| 30D | -7.8% | -2.3% | -5.5% | -8.0% |
| 3M | -11.9% | -12.5% | +0.6% | -7.4% |
| 6M | -1.7% | -10.6% | +8.9% | -1.3% |
| YTD | +20.8% | +52.7% | -31.9% | -16.6% |
| 1Y | +25.0% | +74.0% | -49.0% | -21.0% |
| 3Y | +226.1% | +104.8% | +121.3% | +59.8% |
| All | +101.0% | +33.9% | +67.0% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling