-99.9%
LGHL vs SPY
+14.6%
-114.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -8.6% |
| 7D | -11.3% | -0.7% | -10.5% | -9.6% |
| 30D | -48.7% | -1.0% | -47.7% | -47.3% |
| 3M | -89.4% | -0.3% | -89.1% | -89.1% |
| 6M | -98.7% | +7.3% | -106.0% | -98.8% |
| YTD | -99.6% | +13.3% | -112.9% | -99.7% |
| 1Y | -99.9% | +14.8% | -114.7% | -99.9% |
| All | -99.9% | +14.6% | -114.5% | -99.9% |
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