+42.8%
LE vs SPY
+77.4%
-34.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | -9.2% | +0.1% | -9.3% | -9.4% |
| 30D | -14.5% | +0.1% | -14.5% | -14.6% |
| 3M | -1.4% | +2.0% | -3.3% | -4.3% |
| 6M | -31.6% | +13.0% | -44.6% | -42.3% |
| YTD | -24.7% | +13.5% | -38.2% | -36.6% |
| 1Y | -24.5% | +20.0% | -44.5% | -40.8% |
| All | +42.8% | +77.4% | -34.5% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling