+33.5%
LGI vs SPY
+72.2%
-38.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.5% |
| 7D | +3.1% | -0.6% | +3.7% | +3.5% |
| 30D | 0.0% | -3.7% | +3.7% | +3.2% |
| 3M | -6.5% | -2.7% | -3.8% | -4.3% |
| 6M | -0.6% | +2.2% | -2.8% | -2.8% |
| YTD | +5.8% | +10.8% | -5.0% | -3.5% |
| 1Y | +8.6% | +11.2% | -2.6% | -1.3% |
| 3Y | +65.6% | +76.5% | -10.9% | -2.5% |
| 5Y | +33.5% | +72.9% | -39.4% | -21.3% |
| All | +33.5% | +72.2% | -38.7% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling