-48.1%
LEGN vs SPY
+160.5%
-208.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | -11.8% | -2.0% | -9.8% | -10.4% |
| 30D | -12.1% | -1.7% | -10.4% | -11.0% |
| 3M | -45.0% | +4.7% | -49.7% | -47.0% |
| 6M | -1.9% | +12.5% | -14.4% | -10.3% |
| YTD | -11.7% | +11.7% | -23.5% | -19.2% |
| 1Y | -42.7% | +17.5% | -60.1% | -49.5% |
| 3Y | -71.6% | +76.6% | -148.2% | -82.3% |
| 5Y | -48.7% | +82.0% | -130.7% | -69.0% |
| All | -48.1% | +160.5% | -208.7% | -77.3% |
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