-97.7%
LDI vs SPY
+109.7%
-207.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -3.4% |
| 7D | -30.5% | -0.9% | -29.6% | -30.0% |
| 30D | -19.0% | -2.4% | -16.7% | -16.6% |
| 3M | -44.7% | -1.2% | -43.5% | -43.6% |
| 6M | -63.7% | +3.3% | -67.0% | -64.8% |
| YTD | -77.2% | +12.3% | -89.5% | -79.9% |
| 1Y | -83.8% | +12.4% | -96.3% | -85.7% |
| 3Y | -66.8% | +78.8% | -145.6% | -84.1% |
| 5Y | -93.1% | +75.2% | -168.3% | -96.6% |
| All | -97.7% | +109.7% | -207.3% | -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 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