+27.5%
LDUR vs SPY
+318.9%
-291.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | -0.2% | -1.7% | +1.4% | -0.2% |
| 3M | +0.4% | +4.7% | -4.3% | +0.4% |
| 6M | +0.8% | +12.5% | -11.7% | +0.7% |
| YTD | +1.4% | +11.7% | -10.3% | +1.3% |
| 1Y | +2.8% | +17.5% | -14.7% | +2.6% |
| 3Y | +15.8% | +76.6% | -60.7% | +15.3% |
| 5Y | +12.1% | +82.0% | -69.9% | +11.5% |
| All | +27.5% | +318.9% | -291.4% | +26.0% |
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