-29.4%
JL vs SPY
+61.0%
-90.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -8.6% | -1.4% | -7.2% | -7.9% |
| 3M | -23.3% | +3.7% | -27.0% | -24.7% |
| 6M | +6.7% | +13.0% | -6.3% | +0.3% |
| YTD | -21.5% | +12.4% | -33.9% | -25.8% |
| 1Y | -16.2% | +18.5% | -34.8% | -22.8% |
| All | -29.4% | +61.0% | -90.4% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling