+75.9%
LDP vs SPY
+312.9%
-236.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | +1.0% | -2.7% | +3.7% | +2.5% |
| 30D | +2.0% | -5.4% | +7.4% | +5.1% |
| 3M | -4.0% | -4.1% | +0.1% | -1.9% |
| 6M | -3.9% | +0.7% | -4.6% | -4.5% |
| YTD | -2.7% | +8.7% | -11.3% | -7.3% |
| 1Y | -4.0% | +10.9% | -14.9% | -9.6% |
| 3Y | +40.2% | +75.0% | -34.8% | +0.8% |
| 5Y | +7.0% | +67.8% | -60.8% | -21.9% |
| All | +75.9% | +312.9% | -236.9% | -23.4% |
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