-44.6%
LE vs SPY
+315.0%
-359.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +1.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.3% |
| 30D | -6.9% | -3.3% | -3.5% | -1.6% |
| 3M | -25.5% | -2.4% | -23.0% | -22.5% |
| 6M | -15.2% | +2.6% | -17.7% | -18.9% |
| YTD | -32.6% | +11.2% | -43.9% | -43.1% |
| 1Y | -39.4% | +13.4% | -52.8% | -50.3% |
| 3Y | +50.5% | +79.9% | -29.4% | -40.3% |
| 5Y | -63.1% | +72.2% | -135.3% | -83.8% |
| 10Y | -44.6% | +307.3% | -351.9% | -91.1% |
| All | -44.6% | +315.0% | -359.6% | -91.1% |
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