-97.4%
LDI vs SPY
+107.7%
-205.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +2.4% | -19.4% | -20.1% |
| 7D | -12.7% | +0.1% | -12.7% | -13.0% |
| 30D | -5.7% | -3.3% | -2.4% | -1.6% |
| 3M | -44.2% | -2.4% | -41.8% | -42.2% |
| 6M | -62.1% | +2.6% | -64.6% | -62.9% |
| YTD | -74.3% | +11.2% | -85.6% | -77.2% |
| 1Y | -80.7% | +13.4% | -94.1% | -83.1% |
| 3Y | -62.3% | +79.9% | -142.2% | -82.2% |
| 5Y | -92.3% | +72.2% | -164.5% | -96.1% |
| All | -97.4% | +107.7% | -205.1% | -99.1% |
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