+45.1%
LEGH vs SPY
+81.8%
-36.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.5% |
| 7D | -0.4% | +0.5% | -0.9% | -0.8% |
| 30D | -5.6% | -0.9% | -4.6% | -4.8% |
| 3M | +15.0% | +3.9% | +11.1% | +11.3% |
| 6M | +38.9% | +14.5% | +24.4% | +24.3% |
| YTD | +41.2% | +12.9% | +28.3% | +27.8% |
| 1Y | -1.6% | +19.4% | -20.9% | -15.2% |
| 3Y | +31.5% | +78.5% | -47.0% | -21.3% |
| 5Y | +45.1% | +81.8% | -36.6% | -12.7% |
| All | +45.1% | +81.8% | -36.7% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling