-100.0%
LGCL vs SPY
+53.9%
-153.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.9% |
| 7D | -19.4% | -0.4% | -19.1% | -19.2% |
| 30D | -97.9% | -1.4% | -96.5% | -97.8% |
| 3M | -98.5% | +3.7% | -102.2% | -98.5% |
| 6M | -98.3% | +13.0% | -111.3% | -98.4% |
| YTD | -98.7% | +12.4% | -111.1% | -98.8% |
| 1Y | -99.9% | +18.5% | -118.4% | -99.9% |
| All | -100.0% | +53.9% | -153.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling