-14.0%
LGCY vs SPY
+21.3%
-35.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | -10.0% | +0.2% | -10.3% | -10.3% |
| 3M | -3.8% | +2.8% | -6.6% | -6.9% |
| 6M | -24.3% | +14.3% | -38.5% | -37.2% |
| YTD | +5.5% | +14.0% | -8.5% | -12.4% |
| All | -14.0% | +21.3% | -35.3% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling