-99.2%
LEDS vs SPY
+719.2%
-818.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.9% |
| 7D | +1.0% | -0.7% | +1.7% | +1.6% |
| 30D | -10.2% | -1.0% | -9.1% | -9.3% |
| 3M | +1.0% | -0.3% | +1.3% | +1.2% |
| 6M | +24.0% | +7.3% | +16.6% | +17.6% |
| YTD | +41.3% | +13.3% | +28.0% | +29.2% |
| 1Y | -28.6% | +14.8% | -43.4% | -35.4% |
| 3Y | +63.1% | +82.9% | -19.8% | +2.5% |
| 5Y | -75.1% | +75.6% | -150.7% | -83.6% |
| 10Y | -43.0% | +330.5% | -373.6% | -81.2% |
| All | -99.2% | +719.2% | -818.3% | -99.9% |
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