-47.7%
LE vs SPY
+307.0%
-354.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +2.0% |
| 7D | -3.0% | +2.6% | -5.6% | -6.8% |
| 30D | -7.0% | -2.0% | -5.0% | -3.9% |
| 3M | -28.7% | -2.8% | -25.9% | -25.4% |
| 6M | -18.5% | +2.1% | -20.7% | -21.6% |
| YTD | -37.7% | +11.5% | -49.2% | -47.6% |
| 1Y | -44.2% | +13.5% | -57.6% | -54.3% |
| 3Y | +38.8% | +77.7% | -38.9% | -43.8% |
| 5Y | -68.0% | +72.6% | -140.6% | -86.0% |
| All | -47.7% | +307.0% | -354.7% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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