-48.2%
LFMD vs SPY
+18.1%
-66.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -1.1% |
| 7D | -1.0% | -0.8% | -0.2% | +0.6% |
| 30D | -7.3% | -1.1% | -6.2% | -5.1% |
| 3M | -37.8% | +3.9% | -41.6% | -42.5% |
| 6M | -24.9% | +13.6% | -38.5% | -44.0% |
| YTD | -10.6% | +12.7% | -23.2% | -30.6% |
| 1Y | -48.2% | +17.5% | -65.7% | -63.6% |
| All | -48.2% | +18.1% | -66.3% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling