+256.0%
LFMD vs SPY
+685.7%
-429.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.3% |
| 7D | -27.3% | -0.9% | -26.4% | -26.9% |
| 30D | -30.2% | -2.4% | -27.8% | -29.0% |
| 3M | -47.3% | -1.2% | -46.2% | -46.9% |
| 6M | -59.5% | +3.3% | -62.7% | -60.4% |
| YTD | -47.8% | +12.3% | -60.1% | -51.6% |
| 1Y | -64.8% | +12.4% | -77.3% | -67.3% |
| 3Y | -74.1% | +78.8% | -152.9% | -82.0% |
| 5Y | -63.1% | +75.2% | -138.2% | -73.5% |
| 10Y | +36.9% | +311.1% | -274.2% | -34.6% |
| All | +256.0% | +685.7% | -429.7% | +12.1% |
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