-91.4%
LEE vs SPY
+3,091.8%
-3,183.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +2.0% | +0.1% | +2.0% | +1.9% |
| 3M | -26.1% | +2.0% | -28.1% | -27.4% |
| 6M | -11.3% | +13.0% | -24.4% | -21.2% |
| YTD | +69.7% | +13.5% | +56.2% | +50.0% |
| 1Y | +108.5% | +20.0% | +88.5% | +75.6% |
| 3Y | -29.5% | +77.2% | -106.7% | -59.2% |
| 5Y | -64.0% | +81.9% | -145.9% | -80.0% |
| 10Y | -74.8% | +314.1% | -388.8% | -93.9% |
| All | -91.4% | +3,091.8% | -3,183.2% | -99.4% |
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