+59.9%
LB vs SPY
+21.3%
+38.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | 0.0% |
| 7D | -3.5% | +0.3% | -3.8% | -3.7% |
| 30D | +17.0% | +0.2% | +16.8% | +16.7% |
| 3M | +13.7% | +2.8% | +11.0% | +10.9% |
| 6M | +17.9% | +14.3% | +3.7% | +5.3% |
| YTD | +76.5% | +14.0% | +62.5% | +56.8% |
| All | +59.9% | +21.3% | +38.6% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling