+516.0%
LFMD vs SPY
+694.5%
-178.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -16.3% | +0.1% | -16.4% | -16.2% |
| 3M | -36.8% | +2.0% | -38.7% | -37.7% |
| 6M | -1.3% | +13.0% | -14.3% | -9.4% |
| YTD | -9.7% | +13.5% | -23.2% | -17.0% |
| 1Y | -51.0% | +20.0% | -70.9% | -56.4% |
| 3Y | -27.5% | +77.2% | -104.7% | -49.4% |
| 5Y | -57.6% | +81.9% | -139.5% | -70.3% |
| 10Y | +128.1% | +314.1% | -185.9% | +8.3% |
| All | +516.0% | +694.5% | -178.5% | +92.4% |
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