+32.6%
LGIH vs SPY
+322.5%
-289.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.3% |
| 7D | -10.1% | -0.8% | -9.4% | -9.1% |
| 30D | -13.1% | -1.1% | -12.1% | -11.7% |
| 3M | -10.8% | +3.9% | -14.6% | -15.1% |
| 6M | +19.7% | +13.6% | +6.1% | +1.6% |
| YTD | +15.0% | +12.7% | +2.4% | -1.4% |
| 1Y | -21.6% | +17.5% | -39.1% | -36.6% |
| 3Y | -59.0% | +76.9% | -135.9% | -81.1% |
| 5Y | -67.7% | +83.6% | -151.3% | -85.5% |
| All | +32.6% | +322.5% | -289.8% | -77.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling