-71.8%
LE vs SPY
+387.0%
-458.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | -0.7% |
| 7D | -3.5% | -4.7% | +1.3% | +3.9% |
| 30D | -10.2% | -5.9% | -4.2% | -1.5% |
| 3M | -26.0% | -4.5% | -21.5% | -20.7% |
| 6M | -12.9% | +1.8% | -14.7% | -15.6% |
| YTD | -34.8% | +8.3% | -43.2% | -42.2% |
| 1Y | -40.9% | +9.3% | -50.3% | -48.3% |
| 3Y | +41.4% | +74.9% | -33.4% | -37.6% |
| 5Y | -65.4% | +67.3% | -132.7% | -83.2% |
| 10Y | -40.3% | +311.6% | -351.9% | -89.6% |
| All | -71.8% | +387.0% | -458.7% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling