-63.1%
LFMD vs SPY
+74.6%
-137.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +0.4% |
| 7D | -27.3% | -0.9% | -26.4% | -26.6% |
| 30D | -30.2% | -2.4% | -27.8% | -27.8% |
| 3M | -47.3% | -1.2% | -46.2% | -46.5% |
| 6M | -59.5% | +3.3% | -62.7% | -61.5% |
| YTD | -47.8% | +12.3% | -60.1% | -55.6% |
| 1Y | -64.8% | +12.4% | -77.3% | -70.0% |
| 3Y | -74.1% | +78.8% | -152.9% | -88.0% |
| 5Y | -63.1% | +75.2% | -138.2% | -80.6% |
| All | -63.1% | +74.6% | -137.7% | -80.6% |
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