-74.9%
LEE vs SPY
+312.5%
-387.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | -5.6% | -0.4% | -5.3% | -5.4% |
| 30D | -6.9% | -1.4% | -5.5% | -5.9% |
| 3M | -27.1% | +3.7% | -30.8% | -29.0% |
| 6M | -12.1% | +13.0% | -25.1% | -19.6% |
| YTD | +58.0% | +12.4% | +45.6% | +44.7% |
| 1Y | +78.5% | +18.5% | +60.0% | +57.6% |
| 3Y | -29.9% | +77.6% | -107.5% | -54.1% |
| 5Y | -68.5% | +81.7% | -150.1% | -79.8% |
| 10Y | -74.9% | +319.7% | -394.5% | -92.5% |
| All | -74.9% | +312.5% | -387.4% | -92.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling