+35.4%
LEA vs SPY
+311.3%
-276.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.6% |
| 7D | +3.6% | +0.5% | +3.1% | +3.0% |
| 30D | +5.6% | -0.9% | +6.5% | +6.8% |
| 3M | -10.5% | +3.9% | -14.4% | -14.7% |
| 6M | +8.5% | +14.5% | -6.0% | -7.7% |
| YTD | +14.5% | +12.9% | +1.6% | -1.1% |
| 1Y | +17.2% | +19.4% | -2.1% | -5.3% |
| 3Y | -0.9% | +78.5% | -79.4% | -51.6% |
| 5Y | -7.2% | +81.8% | -88.9% | -55.2% |
| 10Y | +35.4% | +311.5% | -276.2% | -74.0% |
| All | +35.4% | +311.3% | -276.0% | -74.0% |
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