-59.6%
LFMD vs SPY
+81.0%
-140.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.5% |
| 7D | -3.6% | -0.4% | -3.2% | -3.1% |
| 30D | -18.2% | -1.4% | -16.9% | -16.4% |
| 3M | -38.6% | +3.7% | -42.3% | -41.9% |
| 6M | -5.1% | +13.0% | -18.1% | -20.6% |
| YTD | -13.2% | +12.4% | -25.6% | -26.0% |
| 1Y | -51.3% | +18.5% | -69.8% | -61.2% |
| 3Y | -32.3% | +77.6% | -109.9% | -67.9% |
| 5Y | -59.6% | +81.7% | -141.3% | -79.6% |
| All | -59.6% | +81.0% | -140.6% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling