+17.2%
LEA vs SPY
+19.4%
-2.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.7% |
| 7D | +3.6% | +0.5% | +3.1% | +3.1% |
| 30D | +5.6% | -0.9% | +6.5% | +6.6% |
| 3M | -10.5% | +3.9% | -14.4% | -13.9% |
| 6M | +8.5% | +14.5% | -6.0% | -6.0% |
| YTD | +14.5% | +12.9% | +1.6% | 0.0% |
| 1Y | +17.2% | +19.4% | -2.1% | -1.7% |
| All | +17.2% | +19.4% | -2.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling