+219.9%
LB vs SPY
+41.5%
+178.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | +12.4% | +2.6% | +9.8% | +8.7% |
| 30D | -11.5% | -2.0% | -9.5% | -9.0% |
| 3M | -2.7% | -2.8% | +0.1% | +1.1% |
| 6M | +8.9% | +2.1% | +6.8% | +5.2% |
| YTD | +50.0% | +11.5% | +38.5% | +26.5% |
| 1Y | +0.7% | +13.5% | -12.8% | -17.3% |
| All | +219.9% | +41.5% | +178.4% | +112.0% |
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