+142.0%
SPXL vs LTH
+180.7%
-38.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.3% |
| 7D | +7.4% | -1.3% | +8.7% | +8.0% |
| 30D | -7.8% | +15.7% | -23.5% | -15.0% |
| 3M | -11.9% | +5.0% | -16.9% | -14.9% |
| 6M | -1.7% | +37.7% | -39.4% | -18.8% |
| YTD | +20.8% | +75.0% | -54.2% | -13.9% |
| 1Y | +25.0% | +82.6% | -57.7% | -13.1% |
| 3Y | +226.1% | +241.3% | -15.2% | +57.9% |
| 5Y | +101.1% | +135.4% | -34.3% | -3.3% |
| All | +142.0% | +180.7% | -38.7% | +16.5% |
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