-95.3%
LDI vs SPY
+112.0%
-207.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -9.4% | +0.1% | -9.5% | -9.2% |
| 3M | -24.6% | +2.0% | -26.6% | -26.0% |
| 6M | -49.4% | +13.0% | -62.4% | -56.1% |
| YTD | -54.5% | +13.5% | -68.0% | -60.6% |
| 1Y | -58.7% | +20.0% | -78.7% | -66.3% |
| 3Y | -53.6% | +77.2% | -130.8% | -77.5% |
| 5Y | -87.5% | +81.9% | -169.4% | -94.1% |
| All | -95.3% | +112.0% | -207.3% | -98.5% |
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