+20.6%
LEMB vs SPY
+307.0%
-286.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.7% | +2.6% | -3.3% | -1.4% |
| 30D | -1.1% | -2.0% | +0.9% | -0.6% |
| 3M | -2.8% | -2.8% | 0.0% | -2.2% |
| 6M | -0.2% | +2.1% | -2.3% | -0.8% |
| YTD | +0.7% | +11.5% | -10.8% | -2.1% |
| 1Y | +2.7% | +13.5% | -10.8% | -0.6% |
| 3Y | +23.3% | +77.7% | -54.4% | +5.7% |
| 5Y | +9.1% | +72.6% | -63.5% | -6.5% |
| All | +20.6% | +307.0% | -286.4% | -19.3% |
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