+13.3%
LEMB vs SPY
+721.6%
-708.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | +2.7% | +2.0% | +0.7% | +2.1% |
| 6M | +3.1% | +13.0% | -9.9% | -0.2% |
| YTD | +4.2% | +13.5% | -9.4% | +0.7% |
| 1Y | +9.3% | +20.0% | -10.7% | +4.1% |
| 3Y | +24.7% | +77.2% | -52.5% | +6.3% |
| 5Y | +7.8% | +81.9% | -74.1% | -9.5% |
| 10Y | +16.5% | +314.1% | -297.6% | -24.2% |
| All | +13.3% | +721.6% | -708.3% | -36.2% |
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