-92.0%
LEU vs SPY
+975.5%
-1,067.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.3% | +0.1% | -7.4% | -7.1% |
| 3M | -6.9% | +2.0% | -8.8% | -7.5% |
| 6M | -14.4% | +13.0% | -27.4% | -23.6% |
| YTD | -28.4% | +13.5% | -41.9% | -36.0% |
| 1Y | -12.6% | +20.0% | -32.6% | -25.6% |
| 3Y | +254.2% | +77.2% | +177.0% | +103.1% |
| 5Y | +449.9% | +81.9% | +368.1% | +236.2% |
| 10Y | +4,868.3% | +314.1% | +4,554.2% | +1,122.0% |
| All | -92.0% | +975.5% | -1,067.5% | -99.1% |
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