+486.4%
LEU vs SPY
+81.8%
+404.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +7.9% |
| 7D | +10.2% | +0.5% | +9.7% | +8.8% |
| 30D | -3.1% | -0.9% | -2.1% | -0.8% |
| 3M | +13.3% | +3.9% | +9.4% | +6.4% |
| 6M | -1.8% | +14.5% | -16.3% | -23.1% |
| YTD | -23.6% | +12.9% | -36.5% | -37.7% |
| 1Y | -9.4% | +19.4% | -28.7% | -32.5% |
| 3Y | +262.8% | +78.5% | +184.3% | +21.0% |
| 5Y | +486.4% | +81.8% | +404.6% | +129.8% |
| All | +486.4% | +81.8% | +404.6% | +129.8% |
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 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