+2.3%
LEO vs SPY
+12.3%
-10.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +10.3% | -3.3% | +13.6% | +11.4% |
| 3M | -0.6% | -2.4% | +1.8% | +0.1% |
| 6M | -3.6% | +2.6% | -6.1% | -4.3% |
| YTD | +0.1% | +11.2% | -11.1% | -4.3% |
| All | +2.3% | +12.3% | -10.0% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling