+148.6%
LBRX vs SPY
+16.9%
+131.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +2.4% | +2.6% | -0.2% | +0.5% |
| 30D | +26.5% | -2.0% | +28.5% | +28.2% |
| 3M | -2.8% | -2.8% | -0.1% | -1.0% |
| 6M | +33.1% | +2.1% | +31.0% | +31.5% |
| YTD | +93.2% | +11.5% | +81.7% | +76.1% |
| 1Y | +188.7% | +13.5% | +175.2% | +160.0% |
| All | +148.6% | +16.9% | +131.7% | +118.9% |
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