-100.0%
LGHL vs SPY
+187.8%
-287.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.3% | +5.7% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | -47.4% | -1.1% | -46.3% | -47.0% |
| 3M | -93.5% | +3.9% | -97.4% | -93.6% |
| 6M | -96.4% | +13.6% | -110.0% | -96.6% |
| YTD | -98.2% | +12.7% | -110.9% | -98.3% |
| 1Y | -99.8% | +17.5% | -117.3% | -99.8% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +187.8% | -287.8% | -100.0% |
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