Yes, when you get that boy back, get his big butt branded and microchipped. While microchipping is practically indesputable, the brand is a large visible mark.
Then again, this isn't an argument about wether the horse belongs to you, rather someone knowlingly stole your horse. Definately stop leasing him or at least put a repo statement in the contract. Honestly, you've convinced me to NEVER lease my horse. LOL