+16.7%
LEO vs SPY
+308.5%
-291.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.8% | +3.3% | -5.1% | -2.6% |
| 30D | +6.3% | -2.7% | +9.0% | +7.0% |
| 3M | -4.0% | -1.7% | -2.3% | -3.6% |
| 6M | -5.4% | +3.1% | -8.5% | -6.2% |
| YTD | -3.3% | +11.9% | -15.2% | -6.1% |
| 1Y | -1.9% | +12.0% | -13.8% | -4.7% |
| 3Y | +23.4% | +78.2% | -54.8% | +5.8% |
| 5Y | -13.3% | +73.2% | -86.5% | -25.5% |
| All | +16.7% | +308.5% | -291.8% | -24.0% |
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