-94.6%
LEU vs SPY
+953.6%
-1,048.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.4% | +9.8% | +9.4% |
| 7D | +23.6% | +0.1% | +23.6% | +23.7% |
| 30D | -17.6% | -3.3% | -14.3% | -13.8% |
| 3M | -38.7% | -2.4% | -36.3% | -36.2% |
| 6M | -43.4% | +2.6% | -46.0% | -43.6% |
| YTD | -51.7% | +11.2% | -62.9% | -55.4% |
| 1Y | -60.1% | +13.4% | -73.5% | -63.8% |
| 3Y | +131.8% | +79.9% | +51.9% | +32.1% |
| 5Y | +58.6% | +72.2% | -13.6% | +3.3% |
| 10Y | +2,863.1% | +307.3% | +2,555.8% | +650.5% |
| All | -94.6% | +953.6% | -1,048.2% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling