+10.3%
LEMB vs SPY
+683.8%
-673.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.9% |
| 7D | +0.3% | -4.7% | +5.0% | +1.5% |
| 30D | -0.5% | -5.9% | +5.4% | +1.0% |
| 3M | -1.7% | -4.5% | +2.8% | -0.6% |
| 6M | +1.1% | +1.8% | -0.7% | +0.5% |
| YTD | +1.4% | +8.3% | -6.9% | -0.8% |
| 1Y | +4.5% | +9.3% | -4.9% | +1.9% |
| 3Y | +23.6% | +74.9% | -51.3% | +5.6% |
| 5Y | +9.2% | +67.3% | -58.1% | -6.3% |
| 10Y | +14.4% | +311.6% | -297.2% | -25.6% |
| All | +10.3% | +683.8% | -673.6% | -37.1% |
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