-38.5%
LEGN vs SPY
+20.8%
-59.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +13.0% | +0.1% | +12.9% | +12.9% |
| 3M | -37.1% | +2.0% | -39.1% | -37.5% |
| 6M | +20.6% | +13.0% | +7.5% | +11.0% |
| YTD | -1.0% | +13.5% | -14.6% | -9.6% |
| 1Y | -38.5% | +20.0% | -58.5% | -46.9% |
| All | -38.5% | +20.8% | -59.3% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling