-20.4%
LBRDA vs SPY
+363.2%
-383.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -0.9% | -1.4% | +0.5% | +0.3% |
| 30D | +18.5% | +2.4% | +16.0% | +16.0% |
| 3M | +3.4% | +3.4% | +0.1% | +0.3% |
| 6M | -32.7% | +11.7% | -44.3% | -39.2% |
| YTD | -25.5% | +12.9% | -38.3% | -33.4% |
| 1Y | -41.3% | +21.8% | -63.1% | -51.0% |
| 3Y | -59.7% | +80.9% | -140.6% | -76.4% |
| 5Y | -80.2% | +84.8% | -165.0% | -88.6% |
| 10Y | -46.2% | +311.3% | -357.5% | -85.1% |
| All | -20.4% | +363.2% | -383.6% | -80.0% |
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 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