+167.9%
LGH vs SPY
+189.4%
-21.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -1.1% | -0.8% | -0.3% | -0.4% |
| 30D | -1.5% | -1.1% | -0.4% | -0.6% |
| 3M | +4.8% | +3.9% | +0.9% | +1.7% |
| 6M | +8.8% | +13.6% | -4.8% | -1.7% |
| YTD | +6.1% | +12.7% | -6.6% | -3.4% |
| 1Y | +11.7% | +17.5% | -5.8% | -1.4% |
| 3Y | +67.4% | +76.9% | -9.5% | +8.5% |
| 5Y | +58.6% | +83.6% | -25.0% | -0.1% |
| All | +167.9% | +189.4% | -21.5% | +30.6% |
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