+126.5%
LEGH vs SPY
+226.0%
-99.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | -4.1% | -1.4% | -2.7% | -3.0% |
| 3M | +9.7% | +3.7% | +6.0% | +6.3% |
| 6M | +38.3% | +13.0% | +25.3% | +24.9% |
| YTD | +39.6% | +12.4% | +27.2% | +26.6% |
| 1Y | -0.5% | +18.5% | -19.0% | -14.0% |
| 3Y | +29.9% | +77.6% | -47.7% | -21.5% |
| 5Y | +41.4% | +81.7% | -40.3% | -16.2% |
| All | +126.5% | +226.0% | -99.5% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling