-75.0%
LEE vs SPY
+315.0%
-390.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +0.7% |
| 7D | +12.3% | +0.1% | +12.2% | +12.0% |
| 30D | -11.3% | -3.3% | -8.0% | -9.3% |
| 3M | -17.6% | -2.4% | -15.2% | -16.3% |
| 6M | -15.4% | +2.6% | -18.0% | -17.0% |
| YTD | +40.9% | +11.2% | +29.7% | +29.8% |
| 1Y | +70.9% | +13.4% | +57.5% | +55.0% |
| 3Y | -24.7% | +79.9% | -104.6% | -51.2% |
| 5Y | -67.3% | +72.2% | -139.5% | -78.2% |
| 10Y | -75.0% | +307.3% | -382.3% | -90.7% |
| All | -75.0% | +315.0% | -390.0% | -90.7% |
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