+10,661.5%
LECO vs SPY
+2,939.5%
+7,722.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +5.1% | +2.0% | +3.1% | +3.2% |
| 6M | -1.6% | +13.0% | -14.6% | -12.5% |
| YTD | +16.1% | +13.5% | +2.5% | +2.8% |
| 1Y | +14.8% | +20.0% | -5.2% | -3.7% |
| 3Y | +48.3% | +77.2% | -28.8% | -14.3% |
| 5Y | +118.2% | +81.9% | +36.3% | +21.5% |
| 10Y | +410.9% | +314.1% | +96.9% | +29.9% |
| All | +10,661.5% | +2,939.5% | +7,722.0% | +821.2% |
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