-41.8%
LEGN vs SPY
+164.8%
-206.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +8.2% | +0.1% | +8.1% | +8.1% |
| 30D | +13.0% | +0.1% | +12.9% | +12.9% |
| 3M | -37.1% | +2.0% | -39.1% | -38.2% |
| 6M | +20.6% | +13.0% | +7.5% | +9.8% |
| YTD | -1.0% | +13.5% | -14.6% | -10.5% |
| 1Y | -38.5% | +20.0% | -58.5% | -46.7% |
| 3Y | -69.9% | +77.2% | -147.1% | -81.3% |
| 5Y | -44.7% | +81.9% | -126.6% | -66.6% |
| All | -41.8% | +164.8% | -206.6% | -74.9% |
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 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