+220.0%
SPXL vs LTH
+253.6%
-33.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | -2.9% | +6.4% | -9.3% | -5.7% |
| 30D | -12.4% | +16.7% | -29.1% | -18.7% |
| 3M | -11.8% | +11.7% | -23.4% | -16.8% |
| 6M | -1.4% | +48.5% | -49.9% | -20.2% |
| YTD | +19.0% | +78.4% | -59.4% | -13.7% |
| 1Y | +18.0% | +89.7% | -71.7% | -17.3% |
| 3Y | +220.0% | +245.6% | -25.6% | +93.1% |
| All | +220.0% | +253.6% | -33.6% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling