+142.8%
LBRX vs SPY
+13.9%
+128.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.0% | +10.1% |
| 7D | +5.8% | -2.7% | +8.5% | +8.1% |
| 30D | +23.0% | -5.4% | +28.4% | +27.8% |
| 3M | -12.8% | -4.1% | -8.7% | -10.1% |
| 6M | +31.3% | +0.7% | +30.6% | +31.1% |
| YTD | +88.7% | +8.7% | +80.1% | +75.3% |
| 1Y | +170.9% | +10.9% | +160.0% | +148.4% |
| All | +142.8% | +13.9% | +128.9% | +117.9% |
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 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