+151.9%
SPXL vs LTH
+150.3%
+1.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -6.0% | -3.7% | -2.3% | -4.1% |
| 30D | -5.8% | -5.3% | -0.5% | -3.2% |
| 3M | +10.9% | +24.2% | -13.3% | -2.3% |
| 6M | +31.9% | +54.8% | -22.9% | +1.6% |
| YTD | +25.8% | +56.1% | -30.3% | -4.1% |
| 1Y | +39.8% | +45.5% | -5.8% | +10.2% |
| 3Y | +219.9% | +155.9% | +64.0% | +80.4% |
| All | +151.9% | +150.3% | +1.6% | +29.8% |
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