+74.2%
LDP vs SPY
+311.3%
-237.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -0.5% | +0.5% | -1.1% | -0.8% |
| 30D | +0.2% | -0.9% | +1.1% | +0.7% |
| 3M | +1.1% | +3.9% | -2.8% | -1.1% |
| 6M | +2.6% | +14.5% | -11.9% | -4.9% |
| YTD | +2.1% | +12.9% | -10.9% | -4.7% |
| 1Y | +1.3% | +19.4% | -18.0% | -8.4% |
| 3Y | +46.6% | +78.5% | -31.9% | +4.3% |
| 5Y | +14.5% | +81.8% | -67.3% | -20.5% |
| 10Y | +74.2% | +311.5% | -237.3% | -28.3% |
| All | +74.2% | +311.3% | -237.1% | -28.3% |
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