+517.5%
LEA vs SPY
+861.2%
-343.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | +9.3% | +0.1% | +9.2% | +9.1% |
| 30D | +8.2% | +0.1% | +8.1% | +8.1% |
| 3M | -5.9% | +2.0% | -7.9% | -8.4% |
| 6M | +11.7% | +13.0% | -1.3% | -3.5% |
| YTD | +19.6% | +13.5% | +6.1% | +2.7% |
| 1Y | +25.1% | +20.0% | +5.1% | +0.4% |
| 3Y | 0.0% | +77.2% | -77.2% | -50.5% |
| 5Y | -4.4% | +81.9% | -86.3% | -53.5% |
| 10Y | +39.6% | +314.1% | -274.4% | -73.9% |
| All | +517.5% | +861.2% | -343.6% | -50.9% |
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