+484.5%
LGI vs SPY
+917.8%
-433.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -1.8% | +0.1% | -2.0% | -1.9% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +1.2% | +2.0% | -0.8% | -0.7% |
| 6M | +0.1% | +13.0% | -13.0% | -10.2% |
| YTD | +11.1% | +13.5% | -2.4% | -0.7% |
| 1Y | +13.4% | +20.0% | -6.6% | -3.5% |
| 3Y | +64.4% | +77.2% | -12.8% | -1.9% |
| 5Y | +33.0% | +81.9% | -48.9% | -22.5% |
| 10Y | +227.7% | +314.1% | -86.3% | -10.1% |
| All | +484.5% | +917.8% | -433.3% | -21.8% |
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