+2,404.1%
LEU vs SPY
+308.5%
+2,095.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -6.9% |
| 7D | +16.7% | +3.3% | +13.4% | +12.2% |
| 30D | -22.6% | -2.7% | -19.9% | -19.2% |
| 3M | -43.8% | -1.7% | -42.1% | -41.8% |
| 6M | -48.6% | +3.1% | -51.7% | -49.2% |
| YTD | -57.2% | +11.9% | -69.1% | -61.2% |
| 1Y | -62.3% | +12.0% | -74.3% | -65.6% |
| 3Y | +105.7% | +78.2% | +27.5% | +14.2% |
| 5Y | +21.4% | +73.2% | -51.8% | -28.1% |
| All | +2,404.1% | +308.5% | +2,095.6% | +700.3% |
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