+136.1%
LEGH vs SPY
+223.4%
-87.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -2.6% | +2.6% | -5.2% | -4.7% |
| 30D | +6.2% | -2.0% | +8.1% | +7.9% |
| 3M | -2.4% | -2.8% | +0.3% | -0.2% |
| 6M | +26.7% | +2.1% | +24.6% | +24.2% |
| YTD | +45.5% | +11.5% | +34.0% | +32.7% |
| 1Y | +41.9% | +13.5% | +28.4% | +27.4% |
| 3Y | +34.1% | +77.7% | -43.6% | -19.3% |
| 5Y | +6.0% | +72.6% | -66.6% | -34.5% |
| All | +136.1% | +223.4% | -87.3% | -10.8% |
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 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