-73.2%
LEDS vs SPY
+313.4%
-386.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -5.7% | +0.1% | -5.8% | -5.9% |
| 3M | +1.5% | +2.0% | -0.4% | +0.2% |
| 6M | +33.1% | +13.0% | +20.1% | +22.1% |
| YTD | +31.3% | +13.5% | +17.8% | +20.2% |
| 1Y | +18.7% | +20.0% | -1.3% | +4.7% |
| 3Y | +11.3% | +77.2% | -65.9% | -25.9% |
| 5Y | -78.8% | +81.9% | -160.7% | -86.0% |
| All | -73.2% | +313.4% | -386.6% | -88.1% |
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