+35.9%
LDUR vs SPY
+418.4%
-382.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | +0.8% | +2.0% | -1.2% | +0.8% |
| 6M | +1.3% | +13.0% | -11.7% | +1.2% |
| YTD | +1.8% | +13.5% | -11.8% | +1.7% |
| 1Y | +3.3% | +20.0% | -16.7% | +3.2% |
| 3Y | +16.2% | +77.2% | -60.9% | +16.0% |
| 5Y | +12.6% | +81.9% | -69.3% | +12.2% |
| 10Y | +28.0% | +314.1% | -286.0% | +28.1% |
| All | +35.9% | +418.4% | -382.5% | +36.7% |
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