-99.9%
LESL vs SPY
+152.9%
-252.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.8% |
| 7D | -12.2% | -0.8% | -11.5% | -11.2% |
| 30D | -62.0% | -1.1% | -60.9% | -61.6% |
| 3M | -93.7% | +3.9% | -97.5% | -94.0% |
| 6M | -51.7% | +13.6% | -65.3% | -58.6% |
| YTD | -69.6% | +12.7% | -82.3% | -73.3% |
| 1Y | -92.5% | +17.5% | -110.0% | -93.8% |
| 3Y | -99.6% | +76.9% | -176.5% | -99.8% |
| 5Y | -99.9% | +83.6% | -183.5% | -100.0% |
| All | -99.9% | +152.9% | -252.7% | -99.9% |
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