-13.4%
LEE vs SPY
+78.1%
-91.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.7% |
| 7D | +16.2% | +2.6% | +13.6% | +14.3% |
| 30D | +13.1% | -2.0% | +15.1% | +14.4% |
| 3M | -5.7% | -2.8% | -2.9% | -4.1% |
| 6M | -2.0% | +2.1% | -4.2% | -3.5% |
| YTD | +59.9% | +11.5% | +48.4% | +48.2% |
| 1Y | +66.5% | +13.5% | +53.1% | +51.9% |
| 3Y | -13.4% | +77.7% | -91.1% | -26.5% |
| All | -13.4% | +78.1% | -91.5% | -26.5% |
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 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