+184.7%
LB vs SPY
+37.9%
+146.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.8% |
| 7D | -22.1% | -2.7% | -19.4% | -19.1% |
| 30D | -24.1% | -5.4% | -18.7% | -18.2% |
| 3M | -18.9% | -4.1% | -14.8% | -14.4% |
| 6M | -1.1% | +0.7% | -1.8% | -2.8% |
| YTD | +33.5% | +8.7% | +24.8% | +16.4% |
| 1Y | -1.1% | +10.9% | -12.0% | -15.9% |
| All | +184.7% | +37.9% | +146.8% | +95.1% |
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