+5.5%
LFGY vs SPY
+31.9%
-26.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.4% |
| 7D | -3.8% | -2.0% | -1.8% | -0.5% |
| 30D | +8.8% | -1.7% | +10.5% | +12.0% |
| 3M | +6.1% | +4.7% | +1.3% | -1.4% |
| 6M | +19.5% | +12.5% | +7.0% | -0.1% |
| YTD | +14.9% | +11.7% | +3.1% | -2.3% |
| 1Y | +1.0% | +17.5% | -16.4% | -19.5% |
| All | +5.5% | +31.9% | -26.4% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling