+147.4%
LDP vs SPY
+608.9%
-461.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +0.8% | +2.0% | -1.2% | -0.3% |
| 6M | +1.0% | +13.0% | -12.1% | -5.1% |
| YTD | +2.2% | +13.5% | -11.4% | -4.3% |
| 1Y | +2.9% | +20.0% | -17.1% | -6.2% |
| 3Y | +46.5% | +77.2% | -30.6% | +8.5% |
| 5Y | +13.9% | +81.9% | -68.0% | -17.7% |
| 10Y | +74.4% | +314.1% | -239.6% | -14.7% |
| All | +147.4% | +608.9% | -461.5% | +8.6% |
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