Do not use a Board Leash
Using a board leash can only hurt yourself. Many accidents have been reported due to the board leash. Please do not use the board leash, no matter where you ride. The leash can not only cause the board to hit your head, but also wrap around you bar and cause deadly kiteloops (it happened before).
You should learn how to bodydrag back to your board, this is the safest method.
Or get the Go Joe from Ocean Rodeo, which is a device to be mounted on top of your board, which will make the board flip and make it drift downwind to you.