-99.9%
LESL vs SPY
+79.4%
-179.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.0% | +1.3% | -31.3% | -31.8% |
| 7D | -10.9% | -0.9% | -10.0% | -12.4% |
| 30D | +88.5% | -2.4% | +90.8% | +89.4% |
| 3M | -96.3% | -1.2% | -95.2% | -96.4% |
| 6M | -97.0% | +3.5% | -100.5% | -97.2% |
| YTD | -97.0% | +12.3% | -109.3% | -97.6% |
| 1Y | -98.4% | +12.4% | -110.8% | -98.7% |
| All | -99.9% | +79.4% | -179.3% | -100.0% |
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