+340.0%
LFMD vs SPY
+680.1%
-340.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +32.5% | -0.4% | +32.9% | +32.8% |
| 7D | -7.2% | +2.6% | -9.8% | -9.1% |
| 30D | -7.2% | -2.0% | -5.2% | -5.8% |
| 3M | -36.4% | -2.8% | -33.6% | -35.1% |
| 6M | -51.5% | +2.1% | -53.7% | -52.3% |
| YTD | -35.5% | +11.5% | -47.0% | -39.9% |
| 1Y | -52.4% | +13.5% | -65.8% | -56.1% |
| 3Y | -69.0% | +77.7% | -146.7% | -78.4% |
| 5Y | -53.8% | +72.6% | -126.4% | -66.6% |
| 10Y | +69.2% | +308.2% | -238.9% | -18.8% |
| All | +340.0% | +680.1% | -340.1% | +39.2% |
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