-86.4%
LEUX vs SPY
+1.5%
-87.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.0% | +0.3% | +35.6% | +33.9% |
| 7D | 0.0% | -2.7% | +2.7% | +13.5% |
| 30D | -53.9% | -5.4% | -48.5% | -31.1% |
| 3M | -72.3% | -4.1% | -68.2% | -61.1% |
| 6M | -86.4% | +0.7% | -87.1% | -85.5% |
| All | -86.4% | +1.5% | -87.9% | -85.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling