+168.2%
LGH vs SPY
+190.0%
-21.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | -1.6% | -0.9% | -0.7% | -0.9% |
| 3M | +4.5% | +3.9% | +0.6% | +1.4% |
| 6M | +9.7% | +14.5% | -4.8% | -1.5% |
| YTD | +6.2% | +12.9% | -6.7% | -3.4% |
| 1Y | +13.9% | +19.4% | -5.4% | -0.7% |
| 3Y | +69.2% | +78.5% | -9.3% | +8.9% |
| 5Y | +56.6% | +81.8% | -25.2% | -0.6% |
| All | +168.2% | +190.0% | -21.8% | +30.5% |
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