-52.7%
LEGN vs SPY
+160.0%
-212.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.3% |
| 7D | -25.2% | +2.6% | -27.8% | -26.6% |
| 30D | -8.1% | -2.0% | -6.1% | -6.6% |
| 3M | -13.7% | -2.8% | -10.9% | -11.7% |
| 6M | -39.0% | +2.1% | -41.1% | -40.0% |
| YTD | -19.5% | +11.5% | -31.0% | -26.1% |
| 1Y | -43.6% | +13.5% | -57.0% | -48.9% |
| 3Y | -72.9% | +77.7% | -150.6% | -83.2% |
| 5Y | -63.5% | +72.6% | -136.1% | -77.1% |
| All | -52.7% | +160.0% | -212.7% | -79.3% |
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 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