-86.4%
LEUX vs SPY
+11.2%
-97.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +2.0% |
| 7D | -4.7% | +2.6% | -7.3% | -16.8% |
| 30D | -32.8% | -2.0% | -30.8% | -22.1% |
| 3M | -76.8% | -2.8% | -74.0% | -70.0% |
| 6M | -81.0% | +2.1% | -83.2% | -79.5% |
| All | -86.4% | +11.2% | -97.6% | -89.6% |
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