+185.2%
LBRX vs SPY
+19.0%
+166.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +9.6% | +0.1% | +9.5% | +9.5% |
| 3M | +70.7% | +2.0% | +68.7% | +68.9% |
| 6M | +102.2% | +13.0% | +89.2% | +83.0% |
| YTD | +121.7% | +13.5% | +108.1% | +99.4% |
| All | +185.2% | +19.0% | +166.2% | +147.8% |
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