+152.5%
LFMD vs SPY
+318.9%
-166.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.1% |
| 7D | -0.7% | -2.0% | +1.3% | +1.7% |
| 30D | -10.4% | -1.7% | -8.7% | -8.5% |
| 3M | -39.0% | +4.7% | -43.8% | -42.2% |
| 6M | -22.5% | +12.5% | -35.0% | -32.2% |
| YTD | -11.1% | +11.7% | -22.9% | -21.0% |
| 1Y | -49.1% | +17.5% | -66.6% | -56.9% |
| 3Y | -30.7% | +76.6% | -107.2% | -61.2% |
| 5Y | -57.8% | +82.0% | -139.8% | -76.5% |
| All | +152.5% | +318.9% | -166.4% | -27.8% |
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