+1,199.1%
SPXL vs LUMN
-55.8%
+1,254.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | -2.5% | +2.5% | -5.0% | -3.2% |
| 30D | -4.2% | +10.3% | -14.6% | -6.9% |
| 3M | +8.1% | -18.3% | +26.4% | +13.0% |
| 6M | +35.6% | +4.4% | +31.2% | +32.0% |
| YTD | +28.8% | -10.7% | +39.5% | +27.7% |
| 1Y | +39.8% | +14.0% | +25.9% | +26.9% |
| 3Y | +221.4% | +406.6% | -185.2% | +25.6% |
| 5Y | +146.9% | -36.8% | +183.7% | +167.8% |
| All | +1,199.1% | -55.8% | +1,254.9% | +1,175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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