-79.0%
LEDS vs SPY
+82.0%
-161.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -5.7% | +0.1% | -5.8% | -6.0% |
| 3M | +1.5% | +2.0% | -0.4% | -0.6% |
| 6M | +33.1% | +13.0% | +20.1% | +16.6% |
| YTD | +31.3% | +13.5% | +17.8% | +14.6% |
| 1Y | +18.7% | +20.0% | -1.3% | -1.8% |
| 3Y | +11.3% | +77.2% | -65.9% | -41.5% |
| All | -79.0% | +82.0% | -161.0% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling