-100.0%
LESL price history and return analytics
+122.5%
-222.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.0% | +1.1% | -31.1% | -31.6% |
| 7D | -10.9% | -0.7% | -10.2% | -12.7% |
| 30D | +88.5% | -1.7% | +90.2% | +87.3% |
| 3M | -96.3% | -2.3% | -94.0% | -96.3% |
| 6M | -97.0% | +1.6% | -98.6% | -97.1% |
| YTD | -97.0% | +12.0% | -109.1% | -97.5% |
| 1Y | -98.4% | +12.9% | -111.3% | -98.7% |
| 3Y | -99.9% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +122.5% | -222.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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