-37.2%
LEDS vs SPY
+312.9%
-350.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.0% |
| 7D | +15.1% | -2.7% | +17.8% | +17.4% |
| 30D | -2.5% | -5.4% | +2.9% | +1.8% |
| 3M | +10.8% | -4.1% | +14.9% | +14.2% |
| 6M | +15.1% | +0.7% | +14.4% | +14.7% |
| YTD | +57.3% | +8.7% | +48.7% | +48.9% |
| 1Y | -18.1% | +10.9% | -28.9% | -23.6% |
| 3Y | +76.1% | +75.0% | +1.1% | +18.8% |
| 5Y | -70.9% | +67.8% | -138.7% | -79.7% |
| All | -37.2% | +312.9% | -350.1% | -52.6% |
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