+405.7%
LEA vs SPY
+819.9%
-414.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.7% | -3.7% |
| 7D | -6.9% | -2.7% | -4.2% | -3.9% |
| 30D | -7.8% | -5.4% | -2.4% | -1.8% |
| 3M | -6.8% | -4.1% | -2.7% | -2.3% |
| 6M | -18.9% | +0.7% | -19.6% | -19.9% |
| YTD | -2.1% | +8.7% | -10.7% | -11.6% |
| 1Y | +4.3% | +10.9% | -6.6% | -8.1% |
| 3Y | -8.6% | +75.0% | -83.6% | -54.1% |
| 5Y | -30.0% | +67.8% | -97.8% | -62.6% |
| 10Y | +11.1% | +312.9% | -301.7% | -79.2% |
| All | +405.7% | +819.9% | -414.2% | -57.7% |
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 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