-27.1%
JL vs SPY
+60.0%
-87.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | +2.9% | -2.0% | +4.9% | +4.0% |
| 30D | -4.1% | -1.7% | -2.4% | -3.3% |
| 3M | -19.9% | +4.7% | -24.6% | -21.8% |
| 6M | +7.4% | +12.5% | -5.1% | +1.2% |
| YTD | -19.1% | +11.7% | -30.8% | -23.3% |
| 1Y | -14.8% | +17.5% | -32.3% | -21.2% |
| All | -27.1% | +60.0% | -87.2% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling