-96.1%
LDI vs SPY
+109.9%
-206.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.0% |
| 7D | -13.5% | -0.4% | -13.2% | -13.0% |
| 30D | -11.3% | -1.4% | -9.9% | -9.3% |
| 3M | -31.6% | +3.7% | -35.3% | -34.2% |
| 6M | -57.4% | +13.0% | -70.4% | -63.0% |
| YTD | -62.3% | +12.4% | -74.7% | -66.9% |
| 1Y | -76.3% | +18.5% | -94.8% | -80.3% |
| 3Y | -59.8% | +77.6% | -137.4% | -80.5% |
| 5Y | -89.3% | +81.7% | -171.0% | -95.0% |
| All | -96.1% | +109.9% | -206.0% | -98.7% |
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