-92.8%
LEE vs SPY
+3,056.6%
-3,149.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.6% |
| 7D | +4.6% | -0.9% | +5.5% | +5.0% |
| 30D | -5.0% | -2.4% | -2.6% | -3.2% |
| 3M | -14.9% | -1.2% | -13.8% | -14.3% |
| 6M | -12.9% | +3.3% | -16.2% | -15.7% |
| YTD | +43.8% | +12.3% | +31.5% | +28.1% |
| 1Y | +31.5% | +12.4% | +19.0% | +16.7% |
| 3Y | -21.8% | +78.8% | -100.6% | -55.2% |
| 5Y | -66.7% | +75.2% | -141.9% | -80.9% |
| 10Y | -74.5% | +311.1% | -385.6% | -93.9% |
| All | -92.8% | +3,056.6% | -3,149.3% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling