-59.5%
LBRDA vs SPY
+76.3%
-135.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.0% | +13.6% | +14.2% |
| 7D | +16.6% | +3.0% | +13.6% | +14.2% |
| 30D | +16.6% | +3.0% | +13.6% | +14.2% |
| 3M | +3.4% | +3.4% | +0.1% | +0.8% |
| 6M | -32.7% | +11.7% | -44.3% | -38.3% |
| YTD | -25.5% | +12.9% | -38.3% | -32.4% |
| 1Y | -41.3% | +21.8% | -63.1% | -50.2% |
| All | -59.5% | +76.3% | -135.8% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling