+104.0%
LGCY vs SPY
+34.4%
+69.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.9% | +2.6% | -7.5% | -7.1% |
| 30D | -20.3% | -2.0% | -18.3% | -18.8% |
| 3M | -22.6% | -2.8% | -19.8% | -20.6% |
| 6M | -32.8% | +2.1% | -34.9% | -34.7% |
| YTD | -19.5% | +11.5% | -31.0% | -28.7% |
| 1Y | -2.7% | +13.5% | -16.2% | -15.1% |
| All | +104.0% | +34.4% | +69.6% | +55.4% |
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