+333.7%
LEO vs SPY
+3,091.8%
-2,758.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | -3.5% | +2.0% | -5.5% | -3.9% |
| 6M | -3.5% | +13.0% | -16.5% | -5.7% |
| YTD | -1.3% | +13.5% | -14.8% | -3.6% |
| 1Y | +7.3% | +20.0% | -12.7% | +3.6% |
| 3Y | +19.9% | +77.2% | -57.3% | +7.4% |
| 5Y | -19.0% | +81.9% | -100.9% | -28.2% |
| 10Y | +5.6% | +314.1% | -308.5% | -19.7% |
| All | +333.7% | +3,091.8% | -2,758.1% | +123.4% |
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 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