+419.7%
LEU vs SPY
+82.0%
+337.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | -7.3% | +0.1% | -7.4% | -7.0% |
| 3M | -6.9% | +2.0% | -8.8% | -8.5% |
| 6M | -14.4% | +13.0% | -27.4% | -31.0% |
| YTD | -28.4% | +13.5% | -41.9% | -42.3% |
| 1Y | -12.6% | +20.0% | -32.6% | -35.6% |
| 3Y | +254.2% | +77.2% | +177.0% | +20.1% |
| All | +419.7% | +82.0% | +337.7% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling