+30.7%
LGIH vs SPY
+318.9%
-288.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.9% |
| 7D | -10.6% | -2.0% | -8.6% | -8.1% |
| 30D | -15.7% | -1.7% | -14.1% | -13.6% |
| 3M | -7.3% | +4.7% | -12.1% | -12.8% |
| 6M | +14.5% | +12.5% | +1.9% | -1.6% |
| YTD | +13.4% | +11.7% | +1.6% | -1.8% |
| 1Y | -20.5% | +17.5% | -38.0% | -35.7% |
| 3Y | -59.3% | +76.6% | -135.8% | -81.2% |
| 5Y | -68.2% | +82.0% | -150.2% | -85.6% |
| All | +30.7% | +318.9% | -288.2% | -77.9% |
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 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