+147.6%
SPXL vs LTH
+186.8%
-39.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | -3.8% | +0.3% | -4.0% | -4.0% |
| 30D | -8.8% | +17.7% | -26.5% | -16.6% |
| 3M | -7.4% | +8.5% | -15.9% | -12.0% |
| 6M | +1.8% | +46.9% | -45.2% | -18.8% |
| YTD | +23.6% | +78.8% | -55.2% | -12.8% |
| 1Y | +21.7% | +84.9% | -63.2% | -15.8% |
| 3Y | +232.4% | +246.4% | -13.9% | +59.9% |
| 5Y | +110.4% | +129.6% | -19.2% | -0.1% |
| All | +147.6% | +186.8% | -39.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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