-18.3%
LEO vs SPY
+81.8%
-100.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -1.6% | +0.5% | -2.2% | -1.7% |
| 30D | -2.4% | -0.9% | -1.5% | -2.2% |
| 3M | -3.5% | +3.9% | -7.4% | -4.3% |
| 6M | -3.3% | +14.5% | -17.8% | -5.8% |
| YTD | -1.7% | +12.9% | -14.7% | -4.1% |
| 1Y | +4.0% | +19.4% | -15.4% | +0.3% |
| 3Y | +21.2% | +78.5% | -57.3% | +7.5% |
| 5Y | -18.3% | +81.8% | -100.0% | -28.4% |
| All | -18.3% | +81.8% | -100.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling