+66.5%
LEE vs SPY
+12.1%
+54.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.5% |
| 7D | +16.2% | +2.6% | +13.6% | +15.7% |
| 30D | +13.1% | -2.0% | +15.1% | +13.4% |
| 3M | -5.7% | -2.8% | -2.9% | -5.4% |
| 6M | -2.0% | +2.1% | -4.2% | -1.4% |
| YTD | +59.9% | +11.5% | +48.4% | +67.6% |
| 1Y | +66.5% | +13.5% | +53.1% | +77.0% |
| All | +66.5% | +12.1% | +54.5% | +77.0% |
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