-88.7%
LDI vs SPY
+81.8%
-170.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.8% | -11.6% |
| 7D | -7.2% | +0.5% | -7.7% | -7.7% |
| 30D | -13.2% | -0.9% | -12.3% | -11.8% |
| 3M | -26.9% | +3.9% | -30.8% | -29.8% |
| 6M | -53.3% | +14.5% | -67.9% | -60.0% |
| YTD | -60.1% | +12.9% | -73.0% | -65.1% |
| 1Y | -78.3% | +19.4% | -97.7% | -82.1% |
| 3Y | -57.4% | +78.5% | -135.9% | -79.2% |
| 5Y | -88.7% | +81.8% | -170.4% | -94.7% |
| All | -88.7% | +81.8% | -170.4% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling