-34.8%
JL vs SPY
+59.7%
-94.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +16.3% | +2.6% | +13.7% | +14.7% |
| 30D | -2.9% | -2.0% | -0.9% | -1.9% |
| 3M | -7.3% | -2.8% | -4.5% | -6.0% |
| 6M | -30.8% | +2.1% | -32.9% | -31.6% |
| YTD | -27.6% | +11.5% | -39.1% | -31.3% |
| 1Y | +0.7% | +13.5% | -12.8% | -5.3% |
| All | -34.8% | +59.7% | -94.5% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling