+94.3%
LEU vs SPY
+75.1%
+19.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.3% | +17.2% | +16.8% |
| 7D | +1.3% | -2.7% | +4.0% | +6.8% |
| 30D | -28.9% | -5.4% | -23.5% | -19.9% |
| 3M | -41.2% | -4.1% | -37.2% | -35.2% |
| 6M | -54.8% | +0.7% | -55.5% | -53.7% |
| YTD | -56.9% | +8.7% | -65.6% | -60.9% |
| 1Y | -62.3% | +10.9% | -73.2% | -66.8% |
| 3Y | +94.3% | +75.0% | +19.3% | +28.5% |
| All | +94.3% | +75.1% | +19.2% | +28.5% |
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