-6.2%
LB vs SPY
+2.1%
-8.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.4% | -6.2% | -7.6% |
| 7D | -25.3% | -4.7% | -20.6% | -22.3% |
| 30D | -27.8% | -5.9% | -21.8% | -24.3% |
| 3M | -18.1% | -4.5% | -13.5% | -15.0% |
| 6M | -6.2% | +1.8% | -8.0% | +2.0% |
| All | -6.2% | +2.1% | -8.2% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling