-99.6%
LESL vs SPY
+76.5%
-176.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.4% |
| 7D | -3.5% | -0.4% | -3.1% | -2.7% |
| 30D | -54.8% | -1.4% | -53.4% | -54.0% |
| 3M | -93.9% | +3.7% | -97.6% | -94.2% |
| 6M | -52.6% | +13.0% | -65.6% | -60.2% |
| YTD | -69.6% | +12.4% | -82.0% | -73.9% |
| 1Y | -92.6% | +18.5% | -111.1% | -94.1% |
| All | -99.6% | +76.5% | -176.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling