-29.1%
LEE vs SPY
+75.1%
-104.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | +7.7% | -2.7% | +10.4% | +9.3% |
| 30D | -10.6% | -5.4% | -5.2% | -7.5% |
| 3M | -18.8% | -4.1% | -14.8% | -16.7% |
| 6M | -19.1% | +0.7% | -19.8% | -19.6% |
| YTD | +37.6% | +8.7% | +28.9% | +29.8% |
| 1Y | +61.9% | +10.9% | +51.0% | +50.3% |
| 3Y | -29.1% | +75.0% | -104.1% | -40.8% |
| All | -29.1% | +75.1% | -104.2% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling