+7.5%
LEA vs SPY
+308.5%
-301.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | -4.8% | +3.3% | -8.1% | -8.5% |
| 30D | -9.2% | -2.7% | -6.5% | -6.5% |
| 3M | -9.9% | -1.7% | -8.1% | -8.3% |
| 6M | -19.4% | +3.1% | -22.5% | -22.7% |
| YTD | -3.6% | +11.9% | -15.5% | -16.1% |
| 1Y | +1.6% | +12.0% | -10.4% | -11.6% |
| 3Y | -7.7% | +78.2% | -85.8% | -55.0% |
| 5Y | -33.1% | +73.2% | -106.3% | -65.9% |
| All | +7.5% | +308.5% | -301.0% | -81.4% |
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