-97.6%
LDI vs SPY
+106.9%
-204.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.1% |
| 7D | -17.9% | -0.6% | -17.4% | -17.5% |
| 30D | -14.7% | -3.7% | -11.1% | -10.6% |
| 3M | -45.4% | -2.7% | -42.6% | -43.1% |
| 6M | -65.7% | +2.2% | -67.9% | -66.3% |
| YTD | -76.8% | +10.8% | -87.6% | -79.2% |
| 1Y | -83.0% | +11.2% | -94.3% | -84.8% |
| 3Y | -66.2% | +76.5% | -142.7% | -83.6% |
| 5Y | -93.3% | +72.9% | -166.3% | -96.6% |
| All | -97.6% | +106.9% | -204.6% | -99.2% |
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