+86.0%
LEE vs SPY
+19.4%
+66.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | -6.2% | -0.9% | -5.3% | -5.7% |
| 3M | -28.1% | +3.9% | -32.0% | -29.5% |
| 6M | -20.7% | +14.5% | -35.2% | -25.7% |
| YTD | +60.3% | +12.9% | +47.4% | +51.3% |
| 1Y | +86.0% | +19.4% | +66.6% | +63.1% |
| All | +86.0% | +19.4% | +66.6% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling