+145.0%
SPXL vs LTH
+174.8%
-29.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +1.1% |
| 7D | +9.6% | -4.6% | +14.2% | +12.2% |
| 30D | -9.8% | +14.8% | -24.6% | -16.4% |
| 3M | -9.1% | +3.9% | -13.0% | -11.7% |
| 6M | +1.1% | +35.5% | -34.4% | -15.7% |
| YTD | +22.3% | +71.3% | -49.0% | -11.8% |
| 1Y | +20.3% | +75.7% | -55.4% | -14.5% |
| 3Y | +229.0% | +231.9% | -2.9% | +61.7% |
| 5Y | +103.6% | +130.5% | -26.9% | -1.0% |
| All | +145.0% | +174.8% | -29.8% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling