+6.1%
LFGY vs SPY
+32.7%
-26.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.2% |
| 7D | +2.8% | -0.4% | +3.2% | +3.5% |
| 30D | +10.3% | -1.4% | +11.7% | +13.0% |
| 3M | +2.9% | +3.7% | -0.8% | -2.8% |
| 6M | +20.5% | +13.0% | +7.5% | 0.0% |
| YTD | +15.5% | +12.4% | +3.1% | -2.7% |
| 1Y | +2.0% | +18.5% | -16.5% | -19.9% |
| All | +6.1% | +32.7% | -26.6% | -23.1% |
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