-41.0%
LEDS vs SPY
+311.6%
-352.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +8.3% |
| 7D | +6.2% | -4.7% | +10.9% | +10.2% |
| 30D | -6.3% | -5.9% | -0.4% | -1.8% |
| 3M | +6.2% | -4.5% | +10.8% | +9.9% |
| 6M | +22.0% | +1.8% | +20.2% | +20.7% |
| YTD | +48.0% | +8.3% | +39.7% | +40.4% |
| 1Y | -25.3% | +9.3% | -34.6% | -29.5% |
| 3Y | +70.8% | +74.9% | -4.1% | +15.3% |
| 5Y | -72.7% | +67.3% | -139.9% | -80.8% |
| All | -41.0% | +311.6% | -352.5% | -55.3% |
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